Table of Contents

Article

• 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
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  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
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  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
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  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
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  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
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  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
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  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