Table of Contents
Spring 2015; Volume 22,Issue 3
A
Afik, Zvika
- You have accessPractical Valuation of Options on Durable GoodsZvika AfikThe Journal of Derivatives Spring 2015, 22 (3) 95-105; DOI: https://doi.org/10.3905/jod.2015.22.3.095
B
Bernhart, German
- You have accessConsistent Modeling of Discrete Cash DividendsGerman Bernhart and Jan-Frederik MaiThe Journal of Derivatives Spring 2015, 22 (3) 9-19; DOI: https://doi.org/10.3905/jod.2015.22.3.009
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Spring 2015, 22 (3) 1-3; DOI: https://doi.org/10.3905/jod.2015.22.3.001
G
Guillaume, Tristan
- You have accessAutocallable Structured ProductsTristan GuillaumeThe Journal of Derivatives Spring 2015, 22 (3) 73-94; DOI: https://doi.org/10.3905/jod.2015.22.3.073
H
Hamza, Kais
- You have accessCalibrating and Pricing with a Stochastic-Local Volatility ModelYu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner and Kais HamzaThe Journal of Derivatives Spring 2015, 22 (3) 21-39; DOI: https://doi.org/10.3905/jod.2015.22.3.021
K
Klebaner, Fima
- You have accessCalibrating and Pricing with a Stochastic-Local Volatility ModelYu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner and Kais HamzaThe Journal of Derivatives Spring 2015, 22 (3) 21-39; DOI: https://doi.org/10.3905/jod.2015.22.3.021
L
Lee, Geoffrey
- You have accessCalibrating and Pricing with a Stochastic-Local Volatility ModelYu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner and Kais HamzaThe Journal of Derivatives Spring 2015, 22 (3) 21-39; DOI: https://doi.org/10.3905/jod.2015.22.3.021
Ludwig, Markus
- You have accessRobust Estimation of Shape-Constrained State Price Density SurfacesMarkus LudwigThe Journal of Derivatives Spring 2015, 22 (3) 56-72; DOI: https://doi.org/10.3905/jod.2015.22.3.056
M
Mai, Jan-Frederik
- You have accessConsistent Modeling of Discrete Cash DividendsGerman Bernhart and Jan-Frederik MaiThe Journal of Derivatives Spring 2015, 22 (3) 9-19; DOI: https://doi.org/10.3905/jod.2015.22.3.009
T
Tian, Yisong S.
- You have accessImplied Binomial Trees with Cubic Spline SmoothingYisong S. TianThe Journal of Derivatives Spring 2015, 22 (3) 40-55; DOI: https://doi.org/10.3905/jod.2015.22.3.040
Tian, Yu
- You have accessCalibrating and Pricing with a Stochastic-Local Volatility ModelYu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner and Kais HamzaThe Journal of Derivatives Spring 2015, 22 (3) 21-39; DOI: https://doi.org/10.3905/jod.2015.22.3.021
Z
Zhu, Zili
- You have accessCalibrating and Pricing with a Stochastic-Local Volatility ModelYu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner and Kais HamzaThe Journal of Derivatives Spring 2015, 22 (3) 21-39; DOI: https://doi.org/10.3905/jod.2015.22.3.021