Table of Contents
Summer 2019; Volume 26,Issue 4
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Garivaltis, Alex
- You have accessExact Replication of the Best Rebalancing Rule in HindsightAlex GarivaltisThe Journal of Derivatives Summer 2019, 26 (4) 35-53; DOI: https://doi.org/10.3905/jod.2019.26.4.035
Guo, Shuxin
- You have accessA Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar DividendsShuxin Guo and Qiang LiuThe Journal of Derivatives Summer 2019, 26 (4) 54-70; DOI: https://doi.org/10.3905/jod.2019.26.4.054
H
Hanke, Michael
- You have accessNumeraire Dependence in Risk-Neutral Probabilities of Event OutcomesMichael Hanke, Rolf Poulsen and Alex WeissensteinerThe Journal of Derivatives Summer 2019, 26 (4) 128-143; DOI: https://doi.org/10.3905/jod.2019.26.4.128
I
Ibhagui, Oyakhilome
- You have accessInterrelations among Cross-Currency Basis Swap Spreads: Pre- and Post-Crisis AnalysisOyakhilome IbhaguiThe Journal of Derivatives Summer 2019, 26 (4) 89-112; DOI: https://doi.org/10.3905/jod.2019.1.073
J
Jiang, Danling
- You have accessLong and Short Memory in the Risk-Neutral Pricing ProcessYoung Shin Kim, Danling Jiang and Stoyan StoyanovThe Journal of Derivatives Summer 2019, 26 (4) 71-88; DOI: https://doi.org/10.3905/jod.2019.1.077
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Kim, Young Shin
- You have accessLong and Short Memory in the Risk-Neutral Pricing ProcessYoung Shin Kim, Danling Jiang and Stoyan StoyanovThe Journal of Derivatives Summer 2019, 26 (4) 71-88; DOI: https://doi.org/10.3905/jod.2019.1.077
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Liu, Qiang
- You have accessA Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar DividendsShuxin Guo and Qiang LiuThe Journal of Derivatives Summer 2019, 26 (4) 54-70; DOI: https://doi.org/10.3905/jod.2019.26.4.054
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Pimbley, Joseph M.
- Open AccessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Summer 2019, 26 (4) 1-3; DOI: https://doi.org/10.3905/jod.2019.26.4.001
Poulsen, Rolf
- You have accessNumeraire Dependence in Risk-Neutral Probabilities of Event OutcomesMichael Hanke, Rolf Poulsen and Alex WeissensteinerThe Journal of Derivatives Summer 2019, 26 (4) 128-143; DOI: https://doi.org/10.3905/jod.2019.26.4.128
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Stoyanov, Stoyan
- You have accessLong and Short Memory in the Risk-Neutral Pricing ProcessYoung Shin Kim, Danling Jiang and Stoyan StoyanovThe Journal of Derivatives Summer 2019, 26 (4) 71-88; DOI: https://doi.org/10.3905/jod.2019.1.077
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Thakoor, Deeveya
- You have accessRange-Curtailing for Options with Discrete Dividend Payments under General DiffusionsDeeveya Thakoor and Muddun BhuruthThe Journal of Derivatives Summer 2019, 26 (4) 9-34; DOI: https://doi.org/10.3905/jod.2019.26.4.009
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Weissensteiner, Alex
- You have accessNumeraire Dependence in Risk-Neutral Probabilities of Event OutcomesMichael Hanke, Rolf Poulsen and Alex WeissensteinerThe Journal of Derivatives Summer 2019, 26 (4) 128-143; DOI: https://doi.org/10.3905/jod.2019.26.4.128
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Xia, Weixuan
- You have accessA Stochastic-Volatility Model for Pricing Power Variants of Exchange OptionsWeixuan XiaThe 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
Vol. 26, Issue 4
Summer 2019