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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Winter 2002; Volume 10,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Benninga, Simon

    1. 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
  2. Björk, Tomas

    1. 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

E

  1. Ederington, Louis H

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Guan, wei

    1. 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

H

  1. Hung, Mao-Wei

    1. 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

L

  1. Liao, Szu-Lang

    1. 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

W

  1. Wang, Chou-Wen

    1. 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
  2. Wang, Jr-Yan

    1. 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
  3. Whaley, Robert E.

    1. 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
  4. Wiener, Zvi

    1. 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
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The Journal of Derivatives
Vol. 10, Issue 2
Winter 2002
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