Table of Contents
Fall 2016; Volume 24,Issue 1
A
Arisoy, Y. Eser
- You have accessOption-Implied Volatility Measures and Stock Return PredictabilityXi Fu, Y. Eser Arisoy, Mark B. Shackleton and Mehmet UmutluThe Journal of Derivatives Fall 2016, 24 (1) 58-78; DOI: https://doi.org/10.3905/jod.2016.24.1.058
C
Chateauneuf, Alain
- You have accessComonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of RiskAlain Chateauneuf, Mina Mostoufi and David VynckeThe Journal of Derivatives Fall 2016, 24 (1) 18-28; DOI: https://doi.org/10.3905/jod.2016.24.1.018
F
Fabozzi, Frank J.
- You have accessOn the Estimation of the SABR Model’s Beta Parameter: The Role of Hedging in Determining the Beta ParameterMengfei Zhang and Frank J. FabozziThe Journal of Derivatives Fall 2016, 24 (1) 48-57; DOI: https://doi.org/10.3905/jod.2016.24.1.048
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Fall 2016, 24 (1) 1-2; DOI: https://doi.org/10.3905/jod.2016.24.1.001
Fu, Xi
- You have accessOption-Implied Volatility Measures and Stock Return PredictabilityXi Fu, Y. Eser Arisoy, Mark B. Shackleton and Mehmet UmutluThe Journal of Derivatives Fall 2016, 24 (1) 58-78; DOI: https://doi.org/10.3905/jod.2016.24.1.058
L
Lehnert, Thorsten
- You have accessMutual Funds, Price Pressure, and Index OptionsThorsten LehnertThe Journal of Derivatives Fall 2016, 24 (1) 30-46; DOI: https://doi.org/10.3905/jod.2016.24.1.030
M
Mostoufi, Mina
- You have accessComonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of RiskAlain Chateauneuf, Mina Mostoufi and David VynckeThe Journal of Derivatives Fall 2016, 24 (1) 18-28; DOI: https://doi.org/10.3905/jod.2016.24.1.018
S
Shackleton, Mark B.
- You have accessOption-Implied Volatility Measures and Stock Return PredictabilityXi Fu, Y. Eser Arisoy, Mark B. Shackleton and Mehmet UmutluThe Journal of Derivatives Fall 2016, 24 (1) 58-78; DOI: https://doi.org/10.3905/jod.2016.24.1.058
U
Umutlu, Mehmet
- You have accessOption-Implied Volatility Measures and Stock Return PredictabilityXi Fu, Y. Eser Arisoy, Mark B. Shackleton and Mehmet UmutluThe Journal of Derivatives Fall 2016, 24 (1) 58-78; DOI: https://doi.org/10.3905/jod.2016.24.1.058
V
Vyncke, David
- You have accessComonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of RiskAlain Chateauneuf, Mina Mostoufi and David VynckeThe Journal of Derivatives Fall 2016, 24 (1) 18-28; DOI: https://doi.org/10.3905/jod.2016.24.1.018
Y
Ye, Letian
- You have accessAn Analytical Method for Multi-Asset Option Pricing Based on a Single-Factor ModelLetian YeThe Journal of Derivatives Fall 2016, 24 (1) 7-16; DOI: https://doi.org/10.3905/jod.2016.24.1.007
Z
Zhang, Mengfei
- You have accessOn the Estimation of the SABR Model’s Beta Parameter: The Role of Hedging in Determining the Beta ParameterMengfei Zhang and Frank J. FabozziThe Journal of Derivatives Fall 2016, 24 (1) 48-57; DOI: https://doi.org/10.3905/jod.2016.24.1.048