The Journal of Derivatives: 22 (3)

The Journal of Derivatives

Spring 2015; Volume 22,Issue 3

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Spring 2015, 22 (3) 1-3; DOI: https://doi.org/10.3905/jod.2015.22.3.001
You have access
Consistent Modeling of Discrete Cash Dividends
German Bernhart and Jan-Frederik Mai

The Journal of Derivatives Spring 2015, 22 (3) 9-19; DOI: https://doi.org/10.3905/jod.2015.22.3.009
You have access
Calibrating and Pricing with a Stochastic-Local Volatility Model
Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner and Kais Hamza

The Journal of Derivatives Spring 2015, 22 (3) 21-39; DOI: https://doi.org/10.3905/jod.2015.22.3.021
You have access
Implied Binomial Trees with Cubic Spline Smoothing
Yisong S. Tian

The Journal of Derivatives Spring 2015, 22 (3) 40-55; DOI: https://doi.org/10.3905/jod.2015.22.3.040
You have access
Robust Estimation of Shape-Constrained State Price Density Surfaces
Markus Ludwig

The Journal of Derivatives Spring 2015, 22 (3) 56-72; DOI: https://doi.org/10.3905/jod.2015.22.3.056
You have access
Autocallable Structured Products
Tristan Guillaume

The Journal of Derivatives Spring 2015, 22 (3) 73-94; DOI: https://doi.org/10.3905/jod.2015.22.3.073
You have access
Practical Valuation of Options on Durable Goods
Zvika Afik

The Journal of Derivatives Spring 2015, 22 (3) 95-105; DOI: https://doi.org/10.3905/jod.2015.22.3.095