Index by author

Fall 2017; Volume 25,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2017, 25 (1) 1-3; DOI: https://doi.org/10.3905/jod.2017.25.1.001

Conic Option Pricing

  • Conic Option Pricing
    Dilip B. Madan and Wim Schoutens
    The Journal of Derivatives Fall 2017, 25 (1) 10-36; DOI: https://doi.org/10.3905/jod.2017.25.1.010

A Simple and Efficient Two-Factor Willow Tree Method for Convertible Bond Pricing with Stochastic Interest Rate and Default Risk

Short Interest, Bearish Option Trades, and Short-Sale Constraints

An Energy Market Modeling Approach for Valuing Real Options

Options Decimalization

  • Options Decimalization
    Faith Chin and Corey Garriott
    The Journal of Derivatives Fall 2017, 25 (1) 88-103; DOI: https://doi.org/10.3905/jod.2017.25.1.088

A Simple Closed-Form Formula for Pricing Basket Options

Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives: 25 (1)
The Journal of Derivatives
Vol. 25, Issue 1
Fall 2017
Sign up for alerts