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

Exact Replication of the Best Rebalancing Rule in Hindsight

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

Long and Short Memory in the Risk-Neutral Pricing Process

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

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

Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

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