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
  • Subscribe Now
  • 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
  • Subscribe Now
  • 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

Table of Contents

Summer 2019; Volume 26,Issue 4

Editor’s Letter

  • Open Access
    Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives Summer 2019, 26 (4) 1-3; DOI: https://doi.org/10.3905/jod.2019.26.4.001

Range-Curtailing for Options with Discrete Dividend Payments under General Diffusions

  • You have access
    Range-Curtailing for Options with Discrete Dividend Payments under General Diffusions
    Deeveya Thakoor and Muddun Bhuruth
    The Journal of Derivatives Summer 2019, 26 (4) 9-34; DOI: https://doi.org/10.3905/jod.2019.26.4.009

Exact Replication of the Best Rebalancing Rule in Hindsight

  • You have access
    Exact Replication of the Best Rebalancing Rule in Hindsight
    Alex Garivaltis
    The Journal of Derivatives Summer 2019, 26 (4) 35-53; DOI: https://doi.org/10.3905/jod.2019.26.4.035

A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends

  • You have access
    A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends
    Shuxin Guo and Qiang Liu
    The Journal of Derivatives Summer 2019, 26 (4) 54-70; DOI: https://doi.org/10.3905/jod.2019.26.4.054

Long and Short Memory in the Risk-Neutral Pricing Process

  • You have access
    Long and Short Memory in the Risk-Neutral Pricing Process
    Young Shin Kim, Danling Jiang and Stoyan Stoyanov
    The Journal of Derivatives Summer 2019, 26 (4) 71-88; DOI: https://doi.org/10.3905/jod.2019.1.077

Interrelations among Cross-Currency Basis Swap Spreads: Pre- and Post-Crisis Analysis

  • You have access
    Interrelations among Cross-Currency Basis Swap Spreads: Pre- and Post-Crisis Analysis
    Oyakhilome Ibhagui
    The Journal of Derivatives Summer 2019, 26 (4) 89-112; DOI: https://doi.org/10.3905/jod.2019.1.073

A Stochastic-Volatility Model for Pricing Power Variants of Exchange Options

  • You have access
    A Stochastic-Volatility Model for Pricing Power Variants of Exchange Options
    Weixuan Xia
    The Journal of Derivatives Summer 2019, 26 (4) 113-127; DOI: https://doi.org/10.3905/jod.2019.1.074

Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

  • You have access
    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
    Michael Hanke, Rolf Poulsen and Alex Weissensteiner
    The Journal of Derivatives Summer 2019, 26 (4) 128-143; DOI: https://doi.org/10.3905/jod.2019.26.4.128
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: 26 (4)
The Journal of Derivatives
Vol. 26, Issue 4
Summer 2019
  • Table of Contents
  • Index by author
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
pm-research@pageantmedia.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

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

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