Table of Contents

Spring 2004; Volume 11,Issue 3

A

  1. Aitsahlia, Farid

    1. Pricing and Hedging of American Knock-In Options
      Farid Aitsahlia, Lorens Imhof and Tze Leung Lai
      The Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034

C

  1. Chourdakis, Kyriakos

    1. Non-Affine Option Pricing
      Kyriakos Chourdakis
      The Journal of Derivatives Spring 2004, 11 (3) 10-25; DOI: https://doi.org/10.3905/jod.2004.391032

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Spring 2004, 11 (3) 8-9; DOI: https://doi.org/10.3905/jod.2004.391086

H

  1. Houweling, Patrick

    1. Valuing Euro Rating-Triggered Step-Up Telecom Bonds
      Patrick Houweling, Albert Mentink and Ton C.F Vorst
      The Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036

I

  1. Imhof, Lorens

    1. Pricing and Hedging of American Knock-In Options
      Farid Aitsahlia, Lorens Imhof and Tze Leung Lai
      The Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034

K

  1. Keppo, Jussi

    1. Pricing of Electricity Swing Options
      Jussi Keppo
      The Journal of Derivatives Spring 2004, 11 (3) 26-43; DOI: https://doi.org/10.3905/jod.2004.391033

L

  1. Lai, Tze Leung

    1. Pricing and Hedging of American Knock-In Options
      Farid Aitsahlia, Lorens Imhof and Tze Leung Lai
      The Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034

M

  1. Mentink, Albert

    1. Valuing Euro Rating-Triggered Step-Up Telecom Bonds
      Patrick Houweling, Albert Mentink and Ton C.F Vorst
      The Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036

P

  1. Pelsser, Antoon

    1. Risk-Managing Bermudan Swaptions in a LIBOR Model
      Raoul Pietersz and Antoon Pelsser
      The Journal of Derivatives Spring 2004, 11 (3) 51-62; DOI: https://doi.org/10.3905/jod.2004.391035

  2. Pietersz, Raoul

    1. Risk-Managing Bermudan Swaptions in a LIBOR Model
      Raoul Pietersz and Antoon Pelsser
      The Journal of Derivatives Spring 2004, 11 (3) 51-62; DOI: https://doi.org/10.3905/jod.2004.391035

V

  1. Vorst, Ton C.F

    1. Valuing Euro Rating-Triggered Step-Up Telecom Bonds
      Patrick Houweling, Albert Mentink and Ton C.F Vorst
      The Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036
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The Journal of Derivatives
Vol. 11, Issue 3
Spring 2004
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