Table of Contents
Spring 2018; Volume 25,Issue 3
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Chen, Ren-Raw
- You have accessIt Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
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Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Spring 2018, 25 (3) 1-2; DOI: https://doi.org/10.3905/jod.2018.25.3.001
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Hsieh, Pei-Lin
- You have accessIt Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
Huang, Jeffrey
- You have accessIt Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
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Israelov, Roni
- You have accessAn Alternative Option to Portfolio RebalancingRoni Israelov and Harsha TummalaThe Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI: https://doi.org/10.3905/jod.2018.25.3.007
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Ng, Chu Ming
- You have accessA Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of VarianceRiccardo Rebonato and Chu Ming NgThe Journal of Derivatives Spring 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063
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Rebonato, Riccardo
- You have accessA Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of VarianceRiccardo Rebonato and Chu Ming NgThe Journal of Derivatives Spring 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063
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Tummala, Harsha
- You have accessAn Alternative Option to Portfolio RebalancingRoni Israelov and Harsha TummalaThe Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI: https://doi.org/10.3905/jod.2018.25.3.007
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Wang, Guangguang
- You have accessA Unified Willow Tree Framework for One-Factor Short-Rate ModelsGuangguang Wang and Wei XuThe Journal of Derivatives Spring 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064
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Xu, Wei
- You have accessA Unified Willow Tree Framework for One-Factor Short-Rate ModelsGuangguang Wang and Wei XuThe Journal of Derivatives Spring 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064
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Zimmermann, Heinz
- You have accessThe Second Partial Derivative of Option Price with Respect to the Strike: A Historical ReminiscenceHeinz ZimmermannThe 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
Vol. 25, Issue 3
Spring 2018