Table of Contents
Summer 2014; Volume 21,Issue 4
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Chang, Jui-Jane
- You have accessBarrier Caps and Floors under the LIBOR Market Model with Double Exponential JumpsJui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin WuThe Journal of Derivatives Summer 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
Chen, Carl R.
- You have accessWhich Types of Traders and Orders Profit from Futures Market Trading?Chun-Nan Chen, Carl R. Chen and Ying Sophie HuangThe Journal of Derivatives Summer 2014, 21 (4) 49-62; DOI: https://doi.org/10.3905/jod.2014.21.4.049
Chen, Chun-Nan
- You have accessWhich Types of Traders and Orders Profit from Futures Market Trading?Chun-Nan Chen, Carl R. Chen and Ying Sophie HuangThe Journal of Derivatives Summer 2014, 21 (4) 49-62; DOI: https://doi.org/10.3905/jod.2014.21.4.049
Chen, Son-Nan
- You have accessBarrier Caps and Floors under the LIBOR Market Model with Double Exponential JumpsJui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin WuThe Journal of Derivatives Summer 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
Chiu, Wan-Chien
- You have accessHave Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options MarketWan-Chien Chiu, Han-Hsing Lee and Chih-Wei WangThe Journal of Derivatives Summer 2014, 21 (4) 63-81; DOI: https://doi.org/10.3905/jod.2014.21.4.063
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Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Summer 2014, 21 (4) 1-2; DOI: https://doi.org/10.3905/jod.2014.21.4.001
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Ghaidarov, Stillian
- You have accessAnalytical Bound on the Cost of Illiquidity for Equity Securities Subject to Sale RestrictionsStillian GhaidarovThe Journal of Derivatives Summer 2014, 21 (4) 31-48; DOI: https://doi.org/10.3905/jod.2014.21.4.031
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Huang, Ying Sophie
- You have accessWhich Types of Traders and Orders Profit from Futures Market Trading?Chun-Nan Chen, Carl R. Chen and Ying Sophie HuangThe Journal of Derivatives Summer 2014, 21 (4) 49-62; DOI: https://doi.org/10.3905/jod.2014.21.4.049
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Lee, Han-Hsing
- You have accessHave Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options MarketWan-Chien Chiu, Han-Hsing Lee and Chih-Wei WangThe Journal of Derivatives Summer 2014, 21 (4) 63-81; DOI: https://doi.org/10.3905/jod.2014.21.4.063
Lo, Chien-Ling
- You have accessMoment-Matching Approximations for Asian OptionsChien-Ling Lo, Kenneth J. Palmer and Min-Teh YuThe Journal of Derivatives Summer 2014, 21 (4) 103-122; DOI: https://doi.org/10.3905/jod.2014.21.4.103
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Palmer, Kenneth J.
- You have accessMoment-Matching Approximations for Asian OptionsChien-Ling Lo, Kenneth J. Palmer and Min-Teh YuThe Journal of Derivatives Summer 2014, 21 (4) 103-122; DOI: https://doi.org/10.3905/jod.2014.21.4.103
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Romo, Jacinto Marabel
- You have accessPricing Composite and Quanto Derivatives under Stochastic Correlation and Stochastic VolatilityJacinto Marabel RomoThe Journal of Derivatives Summer 2014, 21 (4) 82-102; DOI: https://doi.org/10.3905/jod.2014.21.4.082
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Wang, Chih-Wei
- You have accessHave Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options MarketWan-Chien Chiu, Han-Hsing Lee and Chih-Wei WangThe Journal of Derivatives Summer 2014, 21 (4) 63-81; DOI: https://doi.org/10.3905/jod.2014.21.4.063
Wang, Chun-Chao
- You have accessBarrier Caps and Floors under the LIBOR Market Model with Double Exponential JumpsJui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin WuThe Journal of Derivatives Summer 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
Wu, Ting-Pin
- You have accessBarrier Caps and Floors under the LIBOR Market Model with Double Exponential JumpsJui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin WuThe Journal of Derivatives Summer 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
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Yu, Min-Teh
- You have accessMoment-Matching Approximations for Asian OptionsChien-Ling Lo, Kenneth J. Palmer and Min-Teh YuThe Journal of Derivatives Summer 2014, 21 (4) 103-122; DOI: https://doi.org/10.3905/jod.2014.21.4.103