Table of Contents

Summer 2014; Volume 21,Issue 4

C

  1. Chang, Jui-Jane

    1. 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

  2. Chen, Carl R.

    1. 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

  3. Chen, Chun-Nan

    1. 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

  4. Chen, Son-Nan

    1. 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

  5. Chiu, Wan-Chien

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Ghaidarov, Stillian

    1. 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

H

  1. Huang, Ying Sophie

    1. 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

L

  1. Lee, Han-Hsing

    1. 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

  2. Lo, Chien-Ling

    1. 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

P

  1. Palmer, Kenneth J.

    1. 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

R

  1. Romo, Jacinto Marabel

    1. 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

W

  1. Wang, Chih-Wei

    1. 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

  2. Wang, Chun-Chao

    1. 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

  3. Wu, Ting-Pin

    1. 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

Y

  1. Yu, Min-Teh

    1. 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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