Index by author

Spring 2015; Volume 22,Issue 3

A

  1. Afik, Zvika

    1. 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

B

  1. Bernhart, German

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Guillaume, Tristan

    1. 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

H

  1. Hamza, Kais

    1. 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

K

  1. Klebaner, Fima

    1. 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

L

  1. Lee, Geoffrey

    1. 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

  2. Ludwig, Markus

    1. 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

M

  1. Mai, Jan-Frederik

    1. 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

T

  1. Tian, Yisong S.

    1. 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

  2. Tian, Yu

    1. 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

Z

  1. Zhu, Zili

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