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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

Spring 2011; Volume 18,Issue 3

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2011, 18 (3) 1-2; DOI: https://doi.org/10.3905/jod.2011.18.3.001
  • You have access
    Accelerating the Calibration of Stochastic Volatility Models
    Fiodar Kilin
    The Journal of Derivatives Spring 2011, 18 (3) 7-16; DOI: https://doi.org/10.3905/jod.2011.18.3.007
  • You have access
    Extracting Risk-Neutral Density and Its Moments from American Option Prices
    Yisong S. Tian
    The Journal of Derivatives Spring 2011, 18 (3) 17-34; DOI: https://doi.org/10.3905/jod.2011.18.3.017
  • You have access
    The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing
    Sheri Markose and Amadeo Alentorn
    The Journal of Derivatives Spring 2011, 18 (3) 35-60; DOI: https://doi.org/10.3905/jod.2011.18.3.035
  • You have access
    Force-Fitting CDS Spreads to CDS Index Swaps
    Dominic O’Kane
    The Journal of Derivatives Spring 2011, 18 (3) 61-74; DOI: https://doi.org/10.3905/jod.2011.18.3.061
  • You have access
    Valuation of Long-Term Flexible Gas Contracts
    Lars Holden, Anders Løland and Ola Lindqvist
    The Journal of Derivatives Spring 2011, 18 (3) 75-85; DOI: https://doi.org/10.3905/jod.2011.18.3.075
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The Journal of Derivatives: 18 (3)
The Journal of Derivatives
Vol. 18, Issue 3
Spring 2011
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