Index by author
Summer 2003; Volume 10,Issue 4
C
Chaput, J. Scott
- You have accessOption Spread and Combination TradingJ. Scott Chaput and Louis H. EderingtonThe Journal of Derivatives Summer 2003, 10 (4) 70-88; DOI: https://doi.org/10.3905/jod.2003.319207
D
Duan, Jin-Chuan
- You have accessPricing Discretely Monitored Barrier Options by a Markov ChainJin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy SimonatoThe Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203
Dudley, Evan
- You have accessPricing Discretely Monitored Barrier Options by a Markov ChainJin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy SimonatoThe Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203
E
Ederington, Louis H.
- You have accessOption Spread and Combination TradingJ. Scott Chaput and Louis H. EderingtonThe Journal of Derivatives Summer 2003, 10 (4) 70-88; DOI: https://doi.org/10.3905/jod.2003.319207
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Summer 2003, 10 (4) 7-8; DOI: https://doi.org/10.3905/jod.2003.390888
G
Gauthier, Geneviève
- You have accessPricing Discretely Monitored Barrier Options by a Markov ChainJin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy SimonatoThe Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203
H
Hui, Cho Hoi.
- You have accessPricing Vulnerable Black-Scholes Options with Dynamic Default BarriersCho Hoi. Hui, Chi-Fai. Lo and H.C. LeeThe Journal of Derivatives Summer 2003, 10 (4) 62-69; DOI: https://doi.org/10.3905/jod.2003.319206
K
Kuan, Grace C.H.
- You have accessPricing Barrier Options with One-Factor Interest Rate ModelsGrace C.H. Kuan and Nick WebberThe Journal of Derivatives Summer 2003, 10 (4) 33-50; DOI: https://doi.org/10.3905/jod.2003.319204
L
Lee, H.C.
- You have accessPricing Vulnerable Black-Scholes Options with Dynamic Default BarriersCho Hoi. Hui, Chi-Fai. Lo and H.C. LeeThe Journal of Derivatives Summer 2003, 10 (4) 62-69; DOI: https://doi.org/10.3905/jod.2003.319206
Lo, Chi-Fai.
- You have accessPricing Vulnerable Black-Scholes Options with Dynamic Default BarriersCho Hoi. Hui, Chi-Fai. Lo and H.C. LeeThe Journal of Derivatives Summer 2003, 10 (4) 62-69; DOI: https://doi.org/10.3905/jod.2003.319206
R
Rich, Don R
- You have accessSecond Generation VaR and Risk-Adjusted Return on CapitalDon R RichThe Journal of Derivatives Summer 2003, 10 (4) 51-61; DOI: https://doi.org/10.3905/jod.2003.319205
S
Simonato, Jean-Guy
- You have accessPricing Discretely Monitored Barrier Options by a Markov ChainJin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy SimonatoThe Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203
W
Webber, Nick
- You have accessPricing Barrier Options with One-Factor Interest Rate ModelsGrace C.H. Kuan and Nick WebberThe Journal of Derivatives Summer 2003, 10 (4) 33-50; DOI: https://doi.org/10.3905/jod.2003.319204