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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Summer 2007; Volume 14,Issue 4
  • Open Access
    Editor's Letter
    The Journal of Derivatives Summer 2007, 14 (4) 1-2; DOI: https://doi.org/10.3905/jod.2007.686425
  • You have access
    A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option
    Svetlana Borovkova, Ferry J. Permana and Hans V.D. Weide
    The Journal of Derivatives Summer 2007, 14 (4) 8-24; DOI: https://doi.org/10.3905/jod.2007.686420
  • You have access
    A Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk
    Donald R. Chambers and Qin Lu
    The Journal of Derivatives Summer 2007, 14 (4) 25-46; DOI: https://doi.org/10.3905/jod.2007.686421
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    Calibration Risk for Exotic Options
    K. Detlefsen and Wolfgang K. Härdle
    The Journal of Derivatives Summer 2007, 14 (4) 47-63; DOI: https://doi.org/10.3905/jod.2007.686422
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    An Algorithm for Simulating Bermudan Option Prices on Simulated Asset Prices
    Brian Norsk Huge and Niels Rom–Poulsen
    The Journal of Derivatives Summer 2007, 14 (4) 64-86; DOI: https://doi.org/10.3905/jod.2007.686423
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    Transitional Densities of Diffusion Processes
    A.S. Hurn, J.I. Jeisman and K.A. Lindsay
    The Journal of Derivatives Summer 2007, 14 (4) 86-94; DOI: https://doi.org/10.3905/jod.2007.686424
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The Journal of Derivatives
Vol. 14, Issue 4
Summer 2007
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