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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

Summer 2013; Volume 20,Issue 4

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Summer 2013, 20 (4) 1-2; DOI: https://doi.org/10.3905/jod.2013.20.4.001
  • You have access
    Counterparty Credit Risk and American
    Options
    Peter Klein and Jun Yang
    The Journal of Derivatives Summer 2013, 20 (4) 7-21; DOI: https://doi.org/10.3905/jod.2013.20.4.007
  • You have access
    Static Hedging and Pricing American
    Knock-Out Options
    San-Lin Chung, Pai-Ta Shih and Wei-Che Tsai
    The Journal of Derivatives Summer 2013, 20 (4) 23-48; DOI: https://doi.org/10.3905/jod.2013.20.4.023
  • You have access
    Valuing Interest Rate Swaps Using
    Overnight Indexed Swap (OIS) Discounting
    Donald J. Smith
    The Journal of Derivatives Summer 2013, 20 (4) 49-59; DOI: https://doi.org/10.3905/jod.2013.20.4.049
  • You have access
    The Role of Options in Long
    Horizon Portfolio Choice
    Sinan Tan
    The Journal of Derivatives Summer 2013, 20 (4) 60-77; DOI: https://doi.org/10.3905/jod.2013.20.4.060
  • You have access
    The Fine Structure of Currency Returns
    Implied in One-Touch Options
    Ralf Buesser
    The Journal of Derivatives Summer 2013, 20 (4) 78-98; DOI: https://doi.org/10.3905/jod.2013.20.4.078
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The Journal of Derivatives: 20 (4)
The Journal of Derivatives
Vol. 20, Issue 4
Summer 2013
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