Table of Contents

Spring 2018; Volume 25,Issue 3

C

  1. Chen, Ren-Raw

    1. It Is Time to Shift Log-Normal
      Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang
      The Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Spring 2018, 25 (3) 1-2; DOI: https://doi.org/10.3905/jod.2018.25.3.001

H

  1. Hsieh, Pei-Lin

    1. It Is Time to Shift Log-Normal
      Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang
      The Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089

  2. Huang, Jeffrey

    1. It Is Time to Shift Log-Normal
      Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang
      The Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089

I

  1. Israelov, Roni

    1. An Alternative Option to Portfolio Rebalancing
      Roni Israelov and Harsha Tummala
      The Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI: https://doi.org/10.3905/jod.2018.25.3.007

N

  1. Ng, Chu Ming

    1. A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance
      Riccardo Rebonato and Chu Ming Ng
      The Journal of Derivatives Spring 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063

R

  1. Rebonato, Riccardo

    1. A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance
      Riccardo Rebonato and Chu Ming Ng
      The Journal of Derivatives Spring 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063

T

  1. Tummala, Harsha

    1. An Alternative Option to Portfolio Rebalancing
      Roni Israelov and Harsha Tummala
      The Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI: https://doi.org/10.3905/jod.2018.25.3.007

W

  1. Wang, Guangguang

    1. A Unified Willow Tree Framework for One-Factor Short-Rate Models
      Guangguang Wang and Wei Xu
      The Journal of Derivatives Spring 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064

X

  1. Xu, Wei

    1. A Unified Willow Tree Framework for One-Factor Short-Rate Models
      Guangguang Wang and Wei Xu
      The Journal of Derivatives Spring 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064

Z

  1. Zimmermann, Heinz

    1. The Second Partial Derivative of Option Price with Respect to the Strike: A Historical Reminiscence
      Heinz Zimmermann
      The Journal of Derivatives Spring 2018, 25 (3) 81-87; DOI: https://doi.org/10.3905/jod.2018.25.3.081
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The Journal of Derivatives: 25 (3)
The Journal of Derivatives
Vol. 25, Issue 3
Spring 2018
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