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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Summer 2003; Volume 10,Issue 4
  • 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

C

  1. Chaput, J. Scott

    1. You have access
      Option Spread and Combination Trading
      J. Scott Chaput and Louis H. Ederington
      The Journal of Derivatives Summer 2003, 10 (4) 70-88; DOI: https://doi.org/10.3905/jod.2003.319207

D

  1. Duan, Jin-Chuan

    1. You have access
      Pricing Discretely Monitored Barrier Options by a Markov Chain
      Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy Simonato
      The Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203
  2. Dudley, Evan

    1. You have access
      Pricing Discretely Monitored Barrier Options by a Markov Chain
      Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy Simonato
      The Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203

E

  1. Ederington, Louis H.

    1. You have access
      Option Spread and Combination Trading
      J. Scott Chaput and Louis H. Ederington
      The Journal of Derivatives Summer 2003, 10 (4) 70-88; DOI: https://doi.org/10.3905/jod.2003.319207

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Summer 2003, 10 (4) 7-8; DOI: https://doi.org/10.3905/jod.2003.390888

G

  1. Gauthier, Geneviève

    1. You have access
      Pricing Discretely Monitored Barrier Options by a Markov Chain
      Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy Simonato
      The Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203

H

  1. Hui, Cho Hoi.

    1. You have access
      Pricing Vulnerable Black-Scholes Options with Dynamic Default Barriers
      Cho Hoi. Hui, Chi-Fai. Lo and H.C. Lee
      The Journal of Derivatives Summer 2003, 10 (4) 62-69; DOI: https://doi.org/10.3905/jod.2003.319206

K

  1. Kuan, Grace C.H.

    1. You have access
      Pricing Barrier Options with One-Factor Interest Rate Models
      Grace C.H. Kuan and Nick Webber
      The Journal of Derivatives Summer 2003, 10 (4) 33-50; DOI: https://doi.org/10.3905/jod.2003.319204

L

  1. Lee, H.C.

    1. You have access
      Pricing Vulnerable Black-Scholes Options with Dynamic Default Barriers
      Cho Hoi. Hui, Chi-Fai. Lo and H.C. Lee
      The Journal of Derivatives Summer 2003, 10 (4) 62-69; DOI: https://doi.org/10.3905/jod.2003.319206
  2. Lo, Chi-Fai.

    1. You have access
      Pricing Vulnerable Black-Scholes Options with Dynamic Default Barriers
      Cho Hoi. Hui, Chi-Fai. Lo and H.C. Lee
      The Journal of Derivatives Summer 2003, 10 (4) 62-69; DOI: https://doi.org/10.3905/jod.2003.319206

R

  1. Rich, Don R

    1. You have access
      Second Generation VaR and Risk-Adjusted Return on Capital
      Don R Rich
      The Journal of Derivatives Summer 2003, 10 (4) 51-61; DOI: https://doi.org/10.3905/jod.2003.319205

S

  1. Simonato, Jean-Guy

    1. You have access
      Pricing Discretely Monitored Barrier Options by a Markov Chain
      Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy Simonato
      The Journal of Derivatives Summer 2003, 10 (4) 9-31; DOI: https://doi.org/10.3905/jod.2003.319203

W

  1. Webber, Nick

    1. You have access
      Pricing Barrier Options with One-Factor Interest Rate Models
      Grace C.H. Kuan and Nick Webber
      The Journal of Derivatives Summer 2003, 10 (4) 33-50; DOI: https://doi.org/10.3905/jod.2003.319204
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The Journal of Derivatives
Vol. 10, Issue 4
Summer 2003
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