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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

Fall 2010; Volume 18,Issue 1

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2010, 18 (1) 1-2; DOI: https://doi.org/10.3905/jod.2010.18.1.001
  • You have access
    A Fully Coupled Solution Algorithm for Pricing Options with Complex Barrier Structures
    Zili Zhu and Frank de Hoog
    The Journal of Derivatives Fall 2010, 18 (1) 9-17; DOI: https://doi.org/10.3905/jod.2010.18.1.009
  • You have access
    Fast Analytic Option Valuation with GARCH
    Thomas Mazzoni
    The Journal of Derivatives Fall 2010, 18 (1) 18-38; DOI: https://doi.org/10.3905/jod.2010.18.1.018
  • You have access
    An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility
    Dinghai Xu and Tony S. Wirjanto
    The Journal of Derivatives Fall 2010, 18 (1) 39-58; DOI: https://doi.org/10.3905/jod.2010.18.1.039
  • You have access
    Step Double Barrier Options
    Tristan Guillaume
    The Journal of Derivatives Fall 2010, 18 (1) 59-79; DOI: https://doi.org/10.3905/jod.2010.18.1.059
  • You have access
    Liquidity Options
    Maxim Golts and Mark Kritzman
    The Journal of Derivatives Fall 2010, 18 (1) 80-89; DOI: https://doi.org/10.3905/jod.2010.18.1.080
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The Journal of Derivatives: 18 (1)
The Journal of Derivatives
Vol. 18, Issue 1
Fall 2010
  • Table of Contents
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