Table of Contents

Winter 2002; Volume 10,Issue 2

B

  1. Benninga, Simon

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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