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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Fall 2014; Volume 22,Issue 1
  • You have access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2014, 22 (1) 1-2; DOI: https://doi.org/10.3905/jod.2014.22.1.001
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    Implied Volatility Dynamics Among Exchange-Traded Funds and Their Largest Component Stocks
    Timothy A. Krause and Donald Lien
    The Journal of Derivatives Fall 2014, 22 (1) 7-26; DOI: https://doi.org/10.3905/jod.2014.22.1.007
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    Dynamics of Sovereign Credit Contagion
    Alex YiHou Huang, Chih-Chun Chen and Chung-Hua Shen
    The Journal of Derivatives Fall 2014, 22 (1) 27-45; DOI: https://doi.org/10.3905/jod.2014.22.1.027
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    Pricing American Options by Willow Tree Method Under Jump-Diffusion Process
    Wei Xu and Yufang Yin
    The Journal of Derivatives Fall 2014, 22 (1) 46-56; DOI: https://doi.org/10.3905/jod.2014.22.1.046
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    Volatility-Decay Risk Premia
    Dan Galai, Haim Kedar-Levy and Ben Z. Schreiber
    The Journal of Derivatives Fall 2014, 22 (1) 57-70; DOI: https://doi.org/10.3905/jod.2014.22.1.057
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    The Buy-Write Strategy, Index Investment, and the Efficient Market Hypothesis: More Australian Evidence
    Darren O’Connell and Barry O’Grady
    The Journal of Derivatives Fall 2014, 22 (1) 71-89; DOI: https://doi.org/10.3905/jod.2014.22.1.071
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    The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations
    Ging-Ginq Pan, Yung-Ming Shiu and Tu-Cheng Wu
    The Journal of Derivatives Fall 2014, 22 (1) 90-102; DOI: https://doi.org/10.3905/jod.2014.22.1.090
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The Journal of Derivatives: 22 (1)
The Journal of Derivatives
Vol. 22, Issue 1
Fall 2014
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