Table of Contents

Article

• 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