Index by author
Winter 2009; Volume 17,Issue 2
C
Câmara, António
- You have accessDisplaced Jump-Diffusion Option ValuationAntónio Câmara, Tim Krehbiel and Weiping LiThe Journal of Derivatives Winter 2009, 17 (2) 41-58; DOI: https://doi.org/10.3905/JOD.2009.17.2.041
D
Diethelm, Martin
- You have accessMarket Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in SwitzerlandMartin Wallmeier and Martin DiethelmThe Journal of Derivatives Winter 2009, 17 (2) 59-72; DOI: https://doi.org/10.3905/JOD.2009.17.2.059
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Winter 2009, 17 (2) 1-2; DOI: https://doi.org/10.3905/JOD.2009.17.2.001
K
Krehbiel, Tim
- You have accessDisplaced Jump-Diffusion Option ValuationAntónio Câmara, Tim Krehbiel and Weiping LiThe Journal of Derivatives Winter 2009, 17 (2) 41-58; DOI: https://doi.org/10.3905/JOD.2009.17.2.041
L
Li, Weiping
- You have accessDisplaced Jump-Diffusion Option ValuationAntónio Câmara, Tim Krehbiel and Weiping LiThe Journal of Derivatives Winter 2009, 17 (2) 41-58; DOI: https://doi.org/10.3905/JOD.2009.17.2.041
R
Rosenberg, Joshua V
- You have accessPrice Discovery in the Foreign Currency Futures and Spot MarketJoshua V Rosenberg and Leah G TraubThe Journal of Derivatives Winter 2009, 17 (2) 7-25; DOI: https://doi.org/10.3905/JOD.2009.17.2.007
S
Schlusche, Bernd
- You have accessPrice Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index FuturesBernd SchluscheThe Journal of Derivatives Winter 2009, 17 (2) 26-40; DOI: https://doi.org/10.3905/JOD.2009.17.2.026
T
Traub, Leah G
- You have accessPrice Discovery in the Foreign Currency Futures and Spot MarketJoshua V Rosenberg and Leah G TraubThe Journal of Derivatives Winter 2009, 17 (2) 7-25; DOI: https://doi.org/10.3905/JOD.2009.17.2.007
U
Uhrig-Homburg, Marliese
- You have accessFutures Price Dynamics of CO2 Emission Allowances: An Empirical Analysis of the Trial PeriodMarliese Uhrig-Homburg and Michael WagnerThe Journal of Derivatives Winter 2009, 17 (2) 73-88; DOI: https://doi.org/10.3905/JOD.2009.17.2.073
W
Wagner, Michael
- You have accessFutures Price Dynamics of CO2 Emission Allowances: An Empirical Analysis of the Trial PeriodMarliese Uhrig-Homburg and Michael WagnerThe Journal of Derivatives Winter 2009, 17 (2) 73-88; DOI: https://doi.org/10.3905/JOD.2009.17.2.073
Wallmeier, Martin
- You have accessMarket Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in SwitzerlandMartin Wallmeier and Martin DiethelmThe Journal of Derivatives Winter 2009, 17 (2) 59-72; DOI: https://doi.org/10.3905/JOD.2009.17.2.059