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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Spring 2015; Volume 22,Issue 3

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
  • 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
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The Journal of Derivatives: 22 (3)
The Journal of Derivatives
Vol. 22, Issue 3
Spring 2015
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