Table of Contents

Summer 2006; Volume 13,Issue 4

B

  1. Boyle, Phelim P

    1. Executive Stock Options and Concavity of the Option Price
      Phelim P Boyle and William R. Scott
      The Journal of Derivatives Summer 2006, 13 (4) 72-84; DOI: https://doi.org/10.3905/jod.2006.635422

E

  1. Engle, Robert F

    1. Premiums-Discounts and Exchange Traded Funds
      Robert F Engle and Debojyoti Sarkar
      The Journal of Derivatives Summer 2006, 13 (4) 27-45; DOI: https://doi.org/10.3905/jod.2006.635418

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Summer 2006, 13 (4) 1-2; DOI: https://doi.org/10.3905/jod.2006.635423

M

  1. Macovschi, Stefan

    1. On the Pricing of Power and Other Polynomial Options
      Stefan Macovschi and François Quittard-Pinon
      The Journal of Derivatives Summer 2006, 13 (4) 61-71; DOI: https://doi.org/10.3905/jod.2006.635421

  2. Mortensen, Allan

    1. Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models
      Allan Mortensen
      The Journal of Derivatives Summer 2006, 13 (4) 8-26; DOI: https://doi.org/10.3905/jod.2006.635417

N

  1. Nalholm, Morten

    1. Static Hedging of Barrier Options under General Asset Dynamics
      Morten Nalholm and Rolf Poulsen
      The Journal of Derivatives Summer 2006, 13 (4) 46-60; DOI: https://doi.org/10.3905/jod.2006.635420

P

  1. Poulsen, Rolf

    1. Static Hedging of Barrier Options under General Asset Dynamics
      Morten Nalholm and Rolf Poulsen
      The Journal of Derivatives Summer 2006, 13 (4) 46-60; DOI: https://doi.org/10.3905/jod.2006.635420

Q

  1. Quittard-Pinon, François

    1. On the Pricing of Power and Other Polynomial Options
      Stefan Macovschi and François Quittard-Pinon
      The Journal of Derivatives Summer 2006, 13 (4) 61-71; DOI: https://doi.org/10.3905/jod.2006.635421

S

  1. Sarkar, Debojyoti

    1. Premiums-Discounts and Exchange Traded Funds
      Robert F Engle and Debojyoti Sarkar
      The Journal of Derivatives Summer 2006, 13 (4) 27-45; DOI: https://doi.org/10.3905/jod.2006.635418

  2. Scott, William R.

    1. Executive Stock Options and Concavity of the Option Price
      Phelim P Boyle and William R. Scott
      The Journal of Derivatives Summer 2006, 13 (4) 72-84; DOI: https://doi.org/10.3905/jod.2006.635422
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives
Vol. 13, Issue 4
Summer 2006
Sign up for alerts