Index by author
Summer 2016; Volume 23,Issue 4
D
Dias, José Carlos
- You have accessIn-Out Parity Relations for American-Style Barrier OptionsJoão Pedro Ruas, João Pedro Vidal Nunes and José Carlos DiasThe Journal of Derivatives Summer 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Summer 2016, 23 (4) 1-2; DOI: https://doi.org/10.3905/jod.2016.23.4.001
Finnerty, John D.
- You have accessAn Option-Based Model for Valuing the Common Stock of Emerging-Growth FirmsJohn D. FinnertyThe Journal of Derivatives Summer 2016, 23 (4) 33-53; DOI: https://doi.org/10.3905/jod.2016.23.4.033
N
Nunes, João Pedro Vidal
- You have accessIn-Out Parity Relations for American-Style Barrier OptionsJoão Pedro Ruas, João Pedro Vidal Nunes and José Carlos DiasThe Journal of Derivatives Summer 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020
R
Ruas, João Pedro
- You have accessIn-Out Parity Relations for American-Style Barrier OptionsJoão Pedro Ruas, João Pedro Vidal Nunes and José Carlos DiasThe Journal of Derivatives Summer 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020
Russo, Emilio
- You have accessOn Pricing Asian Options under Stochastic VolatilityEmilio Russo and Alessandro StainoThe Journal of Derivatives Summer 2016, 23 (4) 7-19; DOI: https://doi.org/10.3905/jod.2016.23.4.007
S
Silva, Paulo Pereira
- You have accessThe EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price DiscoveryPaulo Pereira Silva, Carlos Vieira and Isabel Viegas VieiraThe Journal of Derivatives Summer 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074
Staino, Alessandro
- You have accessOn Pricing Asian Options under Stochastic VolatilityEmilio Russo and Alessandro StainoThe Journal of Derivatives Summer 2016, 23 (4) 7-19; DOI: https://doi.org/10.3905/jod.2016.23.4.007
V
van Wijnbergen, Sweder
- You have accessReal Options in Practice: Valuing Connected Gas Fields in the North SeaSweder van Wijnbergen and Lin ZhaoThe Journal of Derivatives Summer 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054
Vieira, Carlos
- You have accessThe EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price DiscoveryPaulo Pereira Silva, Carlos Vieira and Isabel Viegas VieiraThe Journal of Derivatives Summer 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074
Vieira, Isabel Viegas
- You have accessThe EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price DiscoveryPaulo Pereira Silva, Carlos Vieira and Isabel Viegas VieiraThe Journal of Derivatives Summer 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074
Z
Zhao, Lin
- You have accessReal Options in Practice: Valuing Connected Gas Fields in the North SeaSweder van Wijnbergen and Lin ZhaoThe Journal of Derivatives Summer 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054