Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Summer 2006; Volume 13,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Boyle, Phelim P

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 13, Issue 4
Summer 2006
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies