Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Summer 2016; Volume 23,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

D

  1. Dias, José Carlos

    1. You have access
      In-Out Parity Relations for American-Style Barrier Options
      João Pedro Ruas, João Pedro Vidal Nunes and José Carlos Dias
      The Journal of Derivatives Summer 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Summer 2016, 23 (4) 1-2; DOI: https://doi.org/10.3905/jod.2016.23.4.001
  2. Finnerty, John D.

    1. You have access
      An Option-Based Model for Valuing the Common Stock of Emerging-Growth Firms
      John D. Finnerty
      The Journal of Derivatives Summer 2016, 23 (4) 33-53; DOI: https://doi.org/10.3905/jod.2016.23.4.033

N

  1. Nunes, João Pedro Vidal

    1. You have access
      In-Out Parity Relations for American-Style Barrier Options
      João Pedro Ruas, João Pedro Vidal Nunes and José Carlos Dias
      The Journal of Derivatives Summer 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020

R

  1. Ruas, João Pedro

    1. You have access
      In-Out Parity Relations for American-Style Barrier Options
      João Pedro Ruas, João Pedro Vidal Nunes and José Carlos Dias
      The Journal of Derivatives Summer 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020
  2. Russo, Emilio

    1. You have access
      On Pricing Asian Options under Stochastic Volatility
      Emilio Russo and Alessandro Staino
      The Journal of Derivatives Summer 2016, 23 (4) 7-19; DOI: https://doi.org/10.3905/jod.2016.23.4.007

S

  1. Silva, Paulo Pereira

    1. You have access
      The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price Discovery
      Paulo Pereira Silva, Carlos Vieira and Isabel Viegas Vieira
      The Journal of Derivatives Summer 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074
  2. Staino, Alessandro

    1. You have access
      On Pricing Asian Options under Stochastic Volatility
      Emilio Russo and Alessandro Staino
      The Journal of Derivatives Summer 2016, 23 (4) 7-19; DOI: https://doi.org/10.3905/jod.2016.23.4.007

V

  1. van Wijnbergen, Sweder

    1. You have access
      Real Options in Practice: Valuing Connected Gas Fields in the North Sea
      Sweder van Wijnbergen and Lin Zhao
      The Journal of Derivatives Summer 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054
  2. Vieira, Carlos

    1. You have access
      The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price Discovery
      Paulo Pereira Silva, Carlos Vieira and Isabel Viegas Vieira
      The Journal of Derivatives Summer 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074
  3. Vieira, Isabel Viegas

    1. You have access
      The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price Discovery
      Paulo Pereira Silva, Carlos Vieira and Isabel Viegas Vieira
      The Journal of Derivatives Summer 2016, 23 (4) 74-98; DOI: https://doi.org/10.3905/jod.2016.23.4.074

Z

  1. Zhao, Lin

    1. You have access
      Real Options in Practice: Valuing Connected Gas Fields in the North Sea
      Sweder van Wijnbergen and Lin Zhao
      The Journal of Derivatives Summer 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives: 23 (4)
The Journal of Derivatives
Vol. 23, Issue 4
Summer 2016
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies