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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 2003; Volume 11,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Winter 2003, 11 (2) 1-2; DOI: https://doi.org/10.3905/jod.2003.390892

Primary Article

  • You have access
    The Nasdaq Volatility Index During and After the Bubble
    David P. Simon
    The Journal of Derivatives Winter 2003, 11 (2) 9-24; DOI: https://doi.org/10.3905/jod.2003.319213
  • You have access
    Valuation of Stock Option Grants Under Multiple Severance Risks
    Gurupdesh S. Pandher
    The Journal of Derivatives Winter 2003, 11 (2) 25-37; DOI: https://doi.org/10.3905/jod.2003.319215
  • You have access
    How Valuable is Credit Card Lending?
    Arkadev Chatterjea, Robert A Jarrow, Robert Neal and Yildiray Yildirim
    The Journal of Derivatives Winter 2003, 11 (2) 39-52; DOI: https://doi.org/10.3905/jod.2003.319214
  • You have access
    Lookback Option Valuation
    Seungmook Choi and Mel Jameson
    The Journal of Derivatives Winter 2003, 11 (2) 53-64; DOI: https://doi.org/10.3905/jod.2003.319216
  • You have access
    Correct Calculation of Volatility in a Jump-Diffusion Model
    Javier F. Navas
    The Journal of Derivatives Winter 2003, 11 (2) 66-72; DOI: https://doi.org/10.3905/jod.2003.319217
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The Journal of Derivatives
Vol. 11, Issue 2
Winter 2003
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