Index by author

Fall 2018; Volume 26,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2018, 26 (1) 1-2; DOI: https://doi.org/10.3905/jod.2018.26.1.001

Ensuring More Is Better: On the Simultaneous Application of Stock and Options Data to Estimate the GARCH Options Pricing Model

A Flexible Lattice Model for Pricing Contingent Claims under Multiple Risk Factors

Implied Volatility Estimation via ℓ1 Trend Filtering

Forgive, or Award Your Debtor? A Barrier Option Approach

No Economic Catastrophe Bonds

  • No Economic Catastrophe Bonds
    Andreas Blöchlinger
    The Journal of Derivatives Fall 2018, 26 (1) 97-108; DOI: https://doi.org/10.3905/jod.2018.26.1.097

Remembering Peter Christoffersen (1967–2018)

  • Remembering Peter Christoffersen (1967–2018)
    Bo Young Chang, Kris Jacobs, Chayawat Ornthanalai and Stephen Figlewski
    The Journal of Derivatives Fall 2018, 26 (1) 109-111; DOI: https://doi.org/10.3905/jod.2018.26.1.109
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