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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Winter 2019; Volume 27,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Bams, Dennis

    1. You have access
      Model Uncertainty and Pricing Performance in Option Valuation
      Dennis Bams, Gildas Blanchard and Thorsten Lehnert
      The Journal of Derivatives Winter 2019, 27 (2) 31-49; DOI: https://doi.org/10.3905/jod.2019.1.086
  2. Blanchard, Gildas

    1. You have access
      Model Uncertainty and Pricing Performance in Option Valuation
      Dennis Bams, Gildas Blanchard and Thorsten Lehnert
      The Journal of Derivatives Winter 2019, 27 (2) 31-49; DOI: https://doi.org/10.3905/jod.2019.1.086
  3. Brooks, Robert

    1. You have access
      The “Superior Performance” of Covered Calls on the S&P 500: Rethinking an Anomaly
      Robert Brooks, Don Chance and Michael Hemler
      The Journal of Derivatives Winter 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087

C

  1. Carr, P.

    1. You have access
      Geometric Local Variance Gamma Model
      P. Carr and A. Itkin
      The Journal of Derivatives Winter 2019, 27 (2) 7-30; DOI: https://doi.org/10.3905/jod.2019.1.084
  2. Chance, Don

    1. You have access
      The “Superior Performance” of Covered Calls on the S&P 500: Rethinking an Anomaly
      Robert Brooks, Don Chance and Michael Hemler
      The Journal of Derivatives Winter 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087

H

  1. He, Xin-Jiang

    1. You have access
      Analytical Approximation Formula for Barrier Option Prices under the Regime-Switching Model
      Xin-Jiang He and Song-Ping Zhu
      The Journal of Derivatives Winter 2019, 27 (2) 108-119; DOI: https://doi.org/10.3905/jod.2019.1.088
  2. Hemler, Michael

    1. You have access
      The “Superior Performance” of Covered Calls on the S&P 500: Rethinking an Anomaly
      Robert Brooks, Don Chance and Michael Hemler
      The Journal of Derivatives Winter 2019, 27 (2) 50-61; DOI: https://doi.org/10.3905/jod.2019.1.087

I

  1. Itkin, A.

    1. You have access
      Geometric Local Variance Gamma Model
      P. Carr and A. Itkin
      The Journal of Derivatives Winter 2019, 27 (2) 7-30; DOI: https://doi.org/10.3905/jod.2019.1.084

L

  1. Lehnert, Thorsten

    1. You have access
      Model Uncertainty and Pricing Performance in Option Valuation
      Dennis Bams, Gildas Blanchard and Thorsten Lehnert
      The Journal of Derivatives Winter 2019, 27 (2) 31-49; DOI: https://doi.org/10.3905/jod.2019.1.086
  2. Lindström, Erik

    1. You have access
      Fourier Method for Valuation of Options under Parameter and State Uncertainty
      Erik Lindström
      The Journal of Derivatives Winter 2019, 27 (2) 62-80; DOI: https://doi.org/10.3905/jod.2019.1.085

N

  1. Neo, Poh Ling

    1. You have access
      Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes
      Poh Ling Neo and Chyng Wen Tee
      The Journal of Derivatives Winter 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083

P

  1. Pimbley, Joseph M.

    1. Open Access
      Editor’s Letter
      Joseph M. Pimbley
      The Journal of Derivatives Winter 2019, 27 (2) 1-2; DOI: https://doi.org/10.3905/jod.2019.27.2.001

T

  1. Tee, Chyng Wen

    1. You have access
      Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes
      Poh Ling Neo and Chyng Wen Tee
      The Journal of Derivatives Winter 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083

Z

  1. Zhu, Song-Ping

    1. You have access
      Analytical Approximation Formula for Barrier Option Prices under the Regime-Switching Model
      Xin-Jiang He and Song-Ping Zhu
      The Journal of Derivatives Winter 2019, 27 (2) 108-119; DOI: https://doi.org/10.3905/jod.2019.1.088
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The Journal of Derivatives: 27 (2)
The Journal of Derivatives
Vol. 27, Issue 2
Winter 2019
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