Index by author
Summer 2006; Volume 13,Issue 4
B
Boyle, Phelim P
- You have accessExecutive Stock Options and Concavity of the Option PricePhelim P Boyle and William R. ScottThe Journal of Derivatives Summer 2006, 13 (4) 72-84; DOI: https://doi.org/10.3905/jod.2006.635422
E
Engle, Robert F
- You have accessPremiums-Discounts and Exchange Traded FundsRobert F Engle and Debojyoti SarkarThe Journal of Derivatives Summer 2006, 13 (4) 27-45; DOI: https://doi.org/10.3905/jod.2006.635418
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Summer 2006, 13 (4) 1-2; DOI: https://doi.org/10.3905/jod.2006.635423
M
Macovschi, Stefan
- You have accessOn the Pricing of Power and Other Polynomial OptionsStefan Macovschi and François Quittard-PinonThe Journal of Derivatives Summer 2006, 13 (4) 61-71; DOI: https://doi.org/10.3905/jod.2006.635421
Mortensen, Allan
- You have accessSemi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based ModelsAllan MortensenThe Journal of Derivatives Summer 2006, 13 (4) 8-26; DOI: https://doi.org/10.3905/jod.2006.635417
N
Nalholm, Morten
- You have accessStatic Hedging of Barrier Options under General Asset DynamicsMorten Nalholm and Rolf PoulsenThe Journal of Derivatives Summer 2006, 13 (4) 46-60; DOI: https://doi.org/10.3905/jod.2006.635420
P
Poulsen, Rolf
- You have accessStatic Hedging of Barrier Options under General Asset DynamicsMorten Nalholm and Rolf PoulsenThe Journal of Derivatives Summer 2006, 13 (4) 46-60; DOI: https://doi.org/10.3905/jod.2006.635420
Q
Quittard-Pinon, François
- You have accessOn the Pricing of Power and Other Polynomial OptionsStefan Macovschi and François Quittard-PinonThe Journal of Derivatives Summer 2006, 13 (4) 61-71; DOI: https://doi.org/10.3905/jod.2006.635421
S
Sarkar, Debojyoti
- You have accessPremiums-Discounts and Exchange Traded FundsRobert F Engle and Debojyoti SarkarThe Journal of Derivatives Summer 2006, 13 (4) 27-45; DOI: https://doi.org/10.3905/jod.2006.635418
Scott, William R.
- You have accessExecutive Stock Options and Concavity of the Option PricePhelim P Boyle and William R. ScottThe Journal of Derivatives Summer 2006, 13 (4) 72-84; DOI: https://doi.org/10.3905/jod.2006.635422