Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Summer 2018; Volume 25,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

F

  1. Fabozzi, Frank J.

    1. You have access
      Another Look at the Ho–Lee Bond Option Pricing Model
      Young Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi
      The Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
  2. Feng, Shu

    1. You have access
      An Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous Beliefs
      Shu Feng, Xiaoling Pu and Yi Zhang
      The Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036
  3. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Summer 2018, 25 (4) 1-3; DOI: https://doi.org/10.3905/jod.2018.25.4.001

K

  1. Kim, Young Shin

    1. You have access
      Another Look at the Ho–Lee Bond Option Pricing Model
      Young Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi
      The Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048

L

  1. Liu, Tianxiang

    1. You have access
      New Approach to Estimating VIX Truncation Errors Using Corridor Variance Swaps
      Desheng Wu and Tianxiang Liu
      The Journal of Derivatives Summer 2018, 25 (4) 54-70; DOI: https://doi.org/10.3905/jod.2018.1.066

M

  1. Martin, Ian

    1. You have access
      Options and the Gamma Knife
      Ian Martin
      The Journal of Derivatives Summer 2018, 25 (4) 71-79; DOI: https://doi.org/10.3905/jod.2018.25.4.071

P

  1. Payne, Brian C.

    1. You have access
      Implied Volatility across Geographical Markets and Asset Classes
      Julian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo Toledo
      The Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
  2. Pu, Xiaoling

    1. You have access
      An Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous Beliefs
      Shu Feng, Xiaoling Pu and Yi Zhang
      The Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036

R

  1. Rachev, Svetlozar T.

    1. You have access
      Another Look at the Ho–Lee Bond Option Pricing Model
      Young Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi
      The Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048

S

  1. Stoyanov, Stoyan V.

    1. You have access
      Another Look at the Ho–Lee Bond Option Pricing Model
      Young Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi
      The Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048

T

  1. Toledo, Wilfredo

    1. You have access
      Implied Volatility across Geographical Markets and Asset Classes
      Julian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo Toledo
      The Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
  2. Tresl, Jiri

    1. You have access
      Implied Volatility across Geographical Markets and Asset Classes
      Julian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo Toledo
      The Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065

U

  1. Uhl, Matthias W.

    1. You have access
      Volatility Aversion in the Options Market Based on News Sentiment
      Matthias W. Uhl
      The Journal of Derivatives Summer 2018, 25 (4) 24-35; DOI: https://doi.org/10.3905/jod.2018.25.4.024

V

  1. Velev, Julian P.

    1. You have access
      Implied Volatility across Geographical Markets and Asset Classes
      Julian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo Toledo
      The Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065

W

  1. Wu, Desheng

    1. You have access
      New Approach to Estimating VIX Truncation Errors Using Corridor Variance Swaps
      Desheng Wu and Tianxiang Liu
      The Journal of Derivatives Summer 2018, 25 (4) 54-70; DOI: https://doi.org/10.3905/jod.2018.1.066

Z

  1. Zhang, Yi

    1. You have access
      An Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous Beliefs
      Shu Feng, Xiaoling Pu and Yi Zhang
      The Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives: 25 (4)
The Journal of Derivatives
Vol. 25, Issue 4
Summer 2018
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
reply@pm-research.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2023 With Intelligence Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies