Table of Contents
Winter 2019; Volume 27,Issue 2
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Bams, Dennis
- You have accessModel Uncertainty and Pricing Performance in Option ValuationDennis Bams, Gildas Blanchard and Thorsten LehnertThe Journal of Derivatives Winter 2019, 27 (2) 31-49; DOI: https://doi.org/10.3905/jod.2019.1.086
Blanchard, Gildas
- You have accessModel Uncertainty and Pricing Performance in Option ValuationDennis Bams, Gildas Blanchard and Thorsten LehnertThe Journal of Derivatives Winter 2019, 27 (2) 31-49; DOI: https://doi.org/10.3905/jod.2019.1.086
Brooks, Robert
- You have accessThe “Superior Performance” of Covered Calls on the S&P 500: Rethinking an AnomalyRobert Brooks, Don Chance and Michael HemlerThe Journal of Derivatives Winter 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087
C
Carr, P.
- You have accessGeometric Local Variance Gamma ModelP. Carr and A. ItkinThe Journal of Derivatives Winter 2019, 27 (2) 7-30; DOI: https://doi.org/10.3905/jod.2019.1.084
Chance, Don
- You have accessThe “Superior Performance” of Covered Calls on the S&P 500: Rethinking an AnomalyRobert Brooks, Don Chance and Michael HemlerThe Journal of Derivatives Winter 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087
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He, Xin-Jiang
- You have accessAnalytical Approximation Formula for Barrier Option Prices under the Regime-Switching ModelXin-Jiang He and Song-Ping ZhuThe Journal of Derivatives Winter 2019, 27 (2) 108-119; DOI: https://doi.org/10.3905/jod.2019.1.088
Hemler, Michael
- You have accessThe “Superior Performance” of Covered Calls on the S&P 500: Rethinking an AnomalyRobert Brooks, Don Chance and Michael HemlerThe Journal of Derivatives Winter 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087
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Itkin, A.
- You have accessGeometric Local Variance Gamma ModelP. Carr and A. ItkinThe Journal of Derivatives Winter 2019, 27 (2) 7-30; DOI: https://doi.org/10.3905/jod.2019.1.084
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Lehnert, Thorsten
- You have accessModel Uncertainty and Pricing Performance in Option ValuationDennis Bams, Gildas Blanchard and Thorsten LehnertThe Journal of Derivatives Winter 2019, 27 (2) 31-49; DOI: https://doi.org/10.3905/jod.2019.1.086
Lindström, Erik
- You have accessFourier Method for Valuation of Options under Parameter and State UncertaintyErik LindströmThe Journal of Derivatives Winter 2019, 27 (2) 62-80; DOI: https://doi.org/10.3905/jod.2019.1.085
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Neo, Poh Ling
- You have accessSwaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate RegimesPoh Ling Neo and Chyng Wen TeeThe Journal of Derivatives Winter 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083
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Pimbley, Joseph M.
- Open AccessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Winter 2019, 27 (2) 1-2; DOI: https://doi.org/10.3905/jod.2019.27.2.001
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Tee, Chyng Wen
- You have accessSwaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate RegimesPoh Ling Neo and Chyng Wen TeeThe Journal of Derivatives Winter 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083
Z
Zhu, Song-Ping
- You have accessAnalytical Approximation Formula for Barrier Option Prices under the Regime-Switching ModelXin-Jiang He and Song-Ping ZhuThe Journal of Derivatives Winter 2019, 27 (2) 108-119; DOI: https://doi.org/10.3905/jod.2019.1.088