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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 2014; Volume 21,Issue 4

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Summer 2014, 21 (4) 1-2; DOI: https://doi.org/10.3905/jod.2014.21.4.001
  • You have access
    Barrier Caps and Floors under the LIBOR Market Model with Double Exponential Jumps
    Jui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin Wu
    The Journal of Derivatives Summer 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
  • You have access
    Analytical Bound on the Cost of Illiquidity for Equity Securities Subject to Sale Restrictions
    Stillian Ghaidarov
    The Journal of Derivatives Summer 2014, 21 (4) 31-48; DOI: https://doi.org/10.3905/jod.2014.21.4.031
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    Which Types of Traders and Orders Profit from Futures Market Trading?
    Chun-Nan Chen, Carl R. Chen and Ying Sophie Huang
    The Journal of Derivatives Summer 2014, 21 (4) 49-62; DOI: https://doi.org/10.3905/jod.2014.21.4.049
  • You have access
    Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options Market
    Wan-Chien Chiu, Han-Hsing Lee and Chih-Wei Wang
    The Journal of Derivatives Summer 2014, 21 (4) 63-81; DOI: https://doi.org/10.3905/jod.2014.21.4.063
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    Pricing Composite and Quanto Derivatives under Stochastic Correlation and Stochastic Volatility
    Jacinto Marabel Romo
    The Journal of Derivatives Summer 2014, 21 (4) 82-102; DOI: https://doi.org/10.3905/jod.2014.21.4.082
  • You have access
    Moment-Matching Approximations for Asian Options
    Chien-Ling Lo, Kenneth J. Palmer and Min-Teh Yu
    The Journal of Derivatives Summer 2014, 21 (4) 103-122; DOI: https://doi.org/10.3905/jod.2014.21.4.103
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The Journal of Derivatives: 21 (4)
The Journal of Derivatives
Vol. 21, Issue 4
Summer 2014
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