The Journal of Derivatives

Table of Contents

Spring 2005; Volume 12,Issue 3

Editorial

Open Access
Editor's Letter
Stephen Figlewski

The Journal of Derivatives Spring 2005, 12 (3) 1-2; DOI: https://doi.org/10.3905/jod.2005.479383

Primary Article

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Executive Stock and Option Valuation in a Two State-Variable Framework
Jie Cai and Anand M. Vijth

The Journal of Derivatives Spring 2005, 12 (3) 9-27; DOI: https://doi.org/10.3905/jod.2005.479376
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Vertical Spread Design
J. Scott Chaput and Louis H. Ederington

The Journal of Derivatives Spring 2005, 12 (3) 28-46; DOI: https://doi.org/10.3905/jod.2005.479377
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Box Spread Strategies and Arbitrage Opportunities
Uri Benzion, Shmuel D Anan and Joseph Yagil

The Journal of Derivatives Spring 2005, 12 (3) 47-62; DOI: https://doi.org/10.3905/jod.2005.479379
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Static Hedging of Asian Options under Lévy Models
Hansjörg Albrecher, Jan Dhaene, Marc Goovaerts and Wim Schoutens

The Journal of Derivatives Spring 2005, 12 (3) 63-72; DOI: https://doi.org/10.3905/jod.2005.479381

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