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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 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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Derivatives: 20 (3)
The Journal of Derivatives
Vol. 20, Issue 3
Spring 2013
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