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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

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

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Derivatives
Vol. 12, Issue 3
Spring 2005
  • Table of Contents
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