Index by author

Summer 2016; Volume 23,Issue 4

D

  1. Dias, José Carlos

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
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The Journal of Derivatives: 23 (4)
The Journal of Derivatives
Vol. 23, Issue 4
Summer 2016
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