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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

Winter 2002; Volume 10,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Winter 2002, 10 (2) 7-8; DOI: https://doi.org/10.3905/jod.2002.390891

Primary Article

  • You have access
    Why are Those Options Smiling?
    Louis H Ederington and wei Guan
    The Journal of Derivatives Winter 2002, 10 (2) 9-34; DOI: https://doi.org/10.3905/jod.2002.319193
  • You have access
    Return and Risk of CBOE Buy Write Monthly Index
    Robert E. Whaley
    The Journal of Derivatives Winter 2002, 10 (2) 35-42; DOI: https://doi.org/10.3905/jod.2002.319194
  • You have access
    On the Use of Numeraires in Option Pricing
    Simon Benninga, Tomas Björk and Zvi Wiener
    The Journal of Derivatives Winter 2002, 10 (2) 43-58; DOI: https://doi.org/10.3905/jod.2002.319195
  • You have access
    Pricing Arithmetic Average Reset Options With Control Variates
    Szu-Lang Liao and Chou-Wen Wang
    The Journal of Derivatives Winter 2002, 10 (2) 59-74; DOI: https://doi.org/10.3905/jod.2002.319196
  • You have access
    Pricing Convertible Bonds Subject to Default Risk
    Mao-Wei Hung and Jr-Yan Wang
    The Journal of Derivatives Winter 2002, 10 (2) 75-87; DOI: https://doi.org/10.3905/jod.2002.319197
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The Journal of Derivatives
Vol. 10, Issue 2
Winter 2002
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