Index by author
Spring 2004; Volume 11,Issue 3
A
Aitsahlia, Farid
- You have accessPricing and Hedging of American Knock-In OptionsFarid Aitsahlia, Lorens Imhof and Tze Leung LaiThe Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034
C
Chourdakis, Kyriakos
- You have accessNon-Affine Option PricingKyriakos ChourdakisThe Journal of Derivatives Spring 2004, 11 (3) 10-25; DOI: https://doi.org/10.3905/jod.2004.391032
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Spring 2004, 11 (3) 8-9; DOI: https://doi.org/10.3905/jod.2004.391086
H
Houweling, Patrick
- You have accessValuing Euro Rating-Triggered Step-Up Telecom BondsPatrick Houweling, Albert Mentink and Ton C.F VorstThe Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036
I
Imhof, Lorens
- You have accessPricing and Hedging of American Knock-In OptionsFarid Aitsahlia, Lorens Imhof and Tze Leung LaiThe Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034
K
Keppo, Jussi
- You have accessPricing of Electricity Swing OptionsJussi KeppoThe Journal of Derivatives Spring 2004, 11 (3) 26-43; DOI: https://doi.org/10.3905/jod.2004.391033
L
Lai, Tze Leung
- You have accessPricing and Hedging of American Knock-In OptionsFarid Aitsahlia, Lorens Imhof and Tze Leung LaiThe Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034
M
Mentink, Albert
- You have accessValuing Euro Rating-Triggered Step-Up Telecom BondsPatrick Houweling, Albert Mentink and Ton C.F VorstThe Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036
P
Pelsser, Antoon
- You have accessRisk-Managing Bermudan Swaptions in a LIBOR ModelRaoul Pietersz and Antoon PelsserThe Journal of Derivatives Spring 2004, 11 (3) 51-62; DOI: https://doi.org/10.3905/jod.2004.391035
Pietersz, Raoul
- You have accessRisk-Managing Bermudan Swaptions in a LIBOR ModelRaoul Pietersz and Antoon PelsserThe Journal of Derivatives Spring 2004, 11 (3) 51-62; DOI: https://doi.org/10.3905/jod.2004.391035
V
Vorst, Ton C.F
- You have accessValuing Euro Rating-Triggered Step-Up Telecom BondsPatrick Houweling, Albert Mentink and Ton C.F VorstThe Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036