Table of Contents

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
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  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
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  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