Index by author
Summer 2018; Volume 25,Issue 4
F
Fabozzi, Frank J.
- You have accessAnother Look at the Ho–Lee Bond Option Pricing ModelYoung Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. FabozziThe Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
Feng, Shu
- You have accessAn Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous BeliefsShu Feng, Xiaoling Pu and Yi ZhangThe Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Summer 2018, 25 (4) 1-3; DOI: https://doi.org/10.3905/jod.2018.25.4.001
K
Kim, Young Shin
- You have accessAnother Look at the Ho–Lee Bond Option Pricing ModelYoung Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. FabozziThe Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
L
Liu, Tianxiang
- You have accessNew Approach to Estimating VIX Truncation Errors Using Corridor Variance SwapsDesheng Wu and Tianxiang LiuThe Journal of Derivatives Summer 2018, 25 (4) 54-70; DOI: https://doi.org/10.3905/jod.2018.1.066
M
Martin, Ian
- You have accessOptions and the Gamma KnifeIan MartinThe Journal of Derivatives Summer 2018, 25 (4) 71-79; DOI: https://doi.org/10.3905/jod.2018.25.4.071
P
Payne, Brian C.
- You have accessImplied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
Pu, Xiaoling
- You have accessAn Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous BeliefsShu Feng, Xiaoling Pu and Yi ZhangThe Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036
R
Rachev, Svetlozar T.
- You have accessAnother Look at the Ho–Lee Bond Option Pricing ModelYoung Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. FabozziThe Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
S
Stoyanov, Stoyan V.
- You have accessAnother Look at the Ho–Lee Bond Option Pricing ModelYoung Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. FabozziThe Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
T
Toledo, Wilfredo
- You have accessImplied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
Tresl, Jiri
- You have accessImplied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
U
Uhl, Matthias W.
- You have accessVolatility Aversion in the Options Market Based on News SentimentMatthias W. UhlThe Journal of Derivatives Summer 2018, 25 (4) 24-35; DOI: https://doi.org/10.3905/jod.2018.25.4.024
V
Velev, Julian P.
- You have accessImplied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives Summer 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
W
Wu, Desheng
- You have accessNew Approach to Estimating VIX Truncation Errors Using Corridor Variance SwapsDesheng Wu and Tianxiang LiuThe Journal of Derivatives Summer 2018, 25 (4) 54-70; DOI: https://doi.org/10.3905/jod.2018.1.066
Z
Zhang, Yi
- You have accessAn Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous BeliefsShu Feng, Xiaoling Pu and Yi ZhangThe Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036
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The Journal of Derivatives
Vol. 25, Issue 4
Summer 2018