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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

Winter 2008; Volume 16,Issue 2
  • You have access
    Implied Correlations: Smiles or Smirks?
    Senay Agca, Deepak Agrawal and Saiyid Islam
    The Journal of Derivatives Winter 2008, 16 (2) 7-35; DOI: https://doi.org/10.3905/JOD.2008.16.2.007
  • You have access
    Barrier Option Pricing Using Adjusted Transition Probabilities
    Giovanni Barone-Adesi, Nicola Fusari and John Theal
    The Journal of Derivatives Winter 2008, 16 (2) 36-53; DOI: https://doi.org/10.3905/JOD.2008.16.2.036
  • You have access
    A New Approach to Comparing VaR Estimation Methods
    Christophe Pérignon and Daniel R Smith
    The Journal of Derivatives Winter 2008, 16 (2) 54-66; DOI: https://doi.org/10.3905/JOD.2008.16.2.054
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    Optimal Derivative Strategies with Discrete Rebalancing
    Nicole Branger, Beate Breuer and Christian Schlag
    The Journal of Derivatives Winter 2008, 16 (2) 67-84; DOI: https://doi.org/10.3905/JOD.2008.16.2.067
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    Credit Risk Model with Lagged Information
    Jaewon Choi
    The Journal of Derivatives Winter 2008, 16 (2) 85-93; DOI: https://doi.org/10.3905/JOD.2008.16.2.085
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The Journal of Derivatives
Vol. 16, Issue 2
Winter 2008
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