The Journal of Derivatives: 20 (3)

The Journal of Derivatives

Spring 2013; Volume 20,Issue 3

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Spring 2013, 20 (3) 1-3; DOI: https://doi.org/10.3905/jod.2013.20.3.001
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Pricing American Options in the Heston Model:
A Close Look at Incorporating Correlation
Peter Ruckdeschel, Tilman Sayer and Alexander Szimayer

The Journal of Derivatives Spring 2013, 20 (3) 9-29; DOI: https://doi.org/10.3905/jod.2013.20.3.009
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An Error of Collateral: Why Selling
SPX Put Options May Not be Profitable
Efraim Berkovich and Yochanan Shachmurove

The Journal of Derivatives Spring 2013, 20 (3) 31-42; DOI: https://doi.org/10.3905/jod.2013.20.3.031
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Pricing Early-Exercise Options Using
Genetic Optimization
Stephen G. Powell

The Journal of Derivatives Spring 2013, 20 (3) 43-59; DOI: https://doi.org/10.3905/jod.2013.20.3.043
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European Compound Options Written
on Perpetual American Options
Gaia Barone

The Journal of Derivatives Spring 2013, 20 (3) 61-74; DOI: https://doi.org/10.3905/jod.2013.20.3.061
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Synchronize Your Data or Get Out of
Step with Your Risks
B. Scherer

The Journal of Derivatives Spring 2013, 20 (3) 75-84; DOI: https://doi.org/10.3905/jod.2013.20.3.075
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Advances in the Commodity Futures Literature:
A Review
George Skiadopoulos

The Journal of Derivatives Spring 2013, 20 (3) 85-96; DOI: https://doi.org/10.3905/jod.2013.20.3.085
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CDS Auctions and Recovery Rates:
An Appraisal
Rangarajan K. Sundaram

The Journal of Derivatives Spring 2013, 20 (3) 97-102; DOI: https://doi.org/10.3905/jod.2013.20.3.097

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