Table of Contents
Fall 2019; Volume 27,Issue 1
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Brenner, Menachem
- You have accessRemembering Mark RubinsteinMenachem Brenner, Emanuel Derman, Robert Jarrow and Eric ReinerThe Journal of Derivatives Fall 2019, 27 (1) 8-13; DOI: https://doi.org/10.3905/jod.2019.1.082
Bueno-Guerrero, Alberto
- You have accessBlack–Scholes and Heston Models with Stochastic Interest Rates and Term Structure of VolatilitiesAlberto Bueno-GuerreroThe Journal of Derivatives Fall 2019, 27 (1) 32-48; DOI: https://doi.org/10.3905/jod.2019.1.078
Byrne, Brian
- You have accessAmerican Option Pricing: An Accelerated Lattice Model with Intelligent Lattice SearchQianru Shang and Brian ByrneThe Journal of Derivatives Fall 2019, 27 (1) 92-108; DOI: https://doi.org/10.3905/jod.2019.1.080
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Chen, Ji
- You have accessVIX Futures Pricing with Affine Jump-GARCH Dynamics and Variance-Dependent Pricing KernelsXinglin Yang, Peng Wang and Ji ChenThe Journal of Derivatives Fall 2019, 27 (1) 110-127; DOI: https://doi.org/10.3905/jod.2019.1.075
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Derman, Emanuel
- You have accessRemembering Mark RubinsteinMenachem Brenner, Emanuel Derman, Robert Jarrow and Eric ReinerThe Journal of Derivatives Fall 2019, 27 (1) 8-13; DOI: https://doi.org/10.3905/jod.2019.1.082
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Gatarek, Dariusz
- You have accessTowards a General Local Volatility Model for All Asset ClassesDariusz Gatarek and Juliusz JabłeckiThe Journal of Derivatives Fall 2019, 27 (1) 14-31; DOI: https://doi.org/10.3905/jod.2019.1.079
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Jabłecki, Juliusz
- You have accessTowards a General Local Volatility Model for All Asset ClassesDariusz Gatarek and Juliusz JabłeckiThe Journal of Derivatives Fall 2019, 27 (1) 14-31; DOI: https://doi.org/10.3905/jod.2019.1.079
Jarrow, Robert
- You have accessRemembering Mark RubinsteinMenachem Brenner, Emanuel Derman, Robert Jarrow and Eric ReinerThe Journal of Derivatives Fall 2019, 27 (1) 8-13; DOI: https://doi.org/10.3905/jod.2019.1.082
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Létourneau, Pascal
- You have accessAn Improved Estimation Method for a Family of GARCH ModelsPascal LétourneauThe Journal of Derivatives Fall 2019, 27 (1) 67-91; DOI: https://doi.org/10.3905/jod.2019.1.081
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Marín-Sánchez, Freddy H.
- You have accessQuadrinomial Trees to Value Options in Stochastic Volatility ModelsJulián A. Pareja-Vasseur and Freddy H. Marín-SánchezThe Journal of Derivatives Fall 2019, 27 (1) 49-66; DOI: https://doi.org/10.3905/jod.2019.1.076
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Pareja-Vasseur, Julián A.
- You have accessQuadrinomial Trees to Value Options in Stochastic Volatility ModelsJulián A. Pareja-Vasseur and Freddy H. Marín-SánchezThe Journal of Derivatives Fall 2019, 27 (1) 49-66; DOI: https://doi.org/10.3905/jod.2019.1.076
Pimbley, Joseph M.
- Open AccessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Fall 2019, 27 (1) 1-3; DOI: https://doi.org/10.3905/jod.2019.27.1.001
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Reiner, Eric
- You have accessRemembering Mark RubinsteinMenachem Brenner, Emanuel Derman, Robert Jarrow and Eric ReinerThe Journal of Derivatives Fall 2019, 27 (1) 8-13; DOI: https://doi.org/10.3905/jod.2019.1.082
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Shang, Qianru
- You have accessAmerican Option Pricing: An Accelerated Lattice Model with Intelligent Lattice SearchQianru Shang and Brian ByrneThe Journal of Derivatives Fall 2019, 27 (1) 92-108; DOI: https://doi.org/10.3905/jod.2019.1.080
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Wang, Peng
- You have accessVIX Futures Pricing with Affine Jump-GARCH Dynamics and Variance-Dependent Pricing KernelsXinglin Yang, Peng Wang and Ji ChenThe Journal of Derivatives Fall 2019, 27 (1) 110-127; DOI: https://doi.org/10.3905/jod.2019.1.075
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Yang, Xinglin
- You have accessVIX Futures Pricing with Affine Jump-GARCH Dynamics and Variance-Dependent Pricing KernelsXinglin Yang, Peng Wang and Ji ChenThe Journal of Derivatives Fall 2019, 27 (1) 110-127; DOI: https://doi.org/10.3905/jod.2019.1.075