Index by author

Primary Article

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  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
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  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
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  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
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  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
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  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