Table of Contents

Summer 2019; Volume 26,Issue 4

G

  1. Garivaltis, Alex

    1. 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

  2. Guo, Shuxin

    1. 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

H

  1. Hanke, Michael

    1. 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

I

  1. Ibhagui, Oyakhilome

    1. 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

J

  1. Jiang, Danling

    1. 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

K

  1. Kim, Young Shin

    1. 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

L

  1. Liu, Qiang

    1. 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

P

  1. Pimbley, Joseph M.

    1. 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

  2. Poulsen, Rolf

    1. 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

S

  1. Stoyanov, Stoyan

    1. 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

T

  1. Thakoor, Deeveya

    1. 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

W

  1. Weissensteiner, Alex

    1. 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

X

  1. Xia, Weixuan

    1. 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
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The Journal of Derivatives: 26 (4)
The Journal of Derivatives
Vol. 26, Issue 4
Summer 2019
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