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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Spring 2017; Volume 24,Issue 3

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2017, 24 (3) 1-3; DOI: https://doi.org/10.3905/jod.2017.24.3.001
  • You have access
    Option Pricing via QUAD: From Black–Scholes–Merton to Heston with Jumps
    Haozhe Su, Ding Chen and David P. Newton
    The Journal of Derivatives Spring 2017, 24 (3) 9-27; DOI: https://doi.org/10.3905/jod.2017.24.3.009
  • You have access
    Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models
    Grégoire Leblon and Franck Moraux
    The Journal of Derivatives Spring 2017, 24 (3) 29-41; DOI: https://doi.org/10.3905/jod.2017.24.3.029
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    Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets
    Ernest N. Biktimirov and Chunrong Wang
    The Journal of Derivatives Spring 2017, 24 (3) 42-68; DOI: https://doi.org/10.3905/jod.2017.24.3.042
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    Internal Valuation of Assets with Liquidity Risk
    Bert-Jan Nauta
    The Journal of Derivatives Spring 2017, 24 (3) 70-83; DOI: https://doi.org/10.3905/jod.2017.24.3.070
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    Vulnerable Exotic Derivatives
    Marcos Escobar, Mirco Mahlstedt, Sven Panz and Rudi Zagst
    The Journal of Derivatives Spring 2017, 24 (3) 84-102; DOI: https://doi.org/10.3905/jod.2017.24.3.084
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The Journal of Derivatives: 24 (3)
The Journal of Derivatives
Vol. 24, Issue 3
Spring 2017
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