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The Journal of Derivatives
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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

Spring 2020; Volume 27,Issue 3
  • 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

C

  1. Calice, Giovanni

    1. You have access
      Forecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed Timescales
      Giovanni Calice, Jing Chen and Julian Williams
      The Journal of Derivatives Spring 2020, 27 (3) 45-74; DOI: https://doi.org/10.3905/jod.2019.1.094
  2. Chen, Jing

    1. You have access
      Forecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed Timescales
      Giovanni Calice, Jing Chen and Julian Williams
      The Journal of Derivatives Spring 2020, 27 (3) 45-74; DOI: https://doi.org/10.3905/jod.2019.1.094

G

  1. Galeeva, Roza

    1. You have access
      Parameterized Calendar Correlations: Decoding Oil and Beyond
      Roza Galeeva and Thomas Haversang
      The Journal of Derivatives Spring 2020, 27 (3) 7-25; DOI: https://doi.org/10.3905/jod.2019.1.093
  2. Guo, Shuxin

    1. You have access
      Efficient Out-of-Sample Pricing of VIX Futures
      Shuxin Guo and Qiang Liu
      The Journal of Derivatives Spring 2020, 27 (3) 126-139; DOI: https://doi.org/10.3905/jod.2019.1.089

H

  1. Haversang, Thomas

    1. You have access
      Parameterized Calendar Correlations: Decoding Oil and Beyond
      Roza Galeeva and Thomas Haversang
      The Journal of Derivatives Spring 2020, 27 (3) 7-25; DOI: https://doi.org/10.3905/jod.2019.1.093
  2. Huang, Sihuan

    1. You have access
      An Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility Models
      Junmei Ma, Sihuan Huang and Wei Xu
      The Journal of Derivatives Spring 2020, 27 (3) 75-98; DOI: https://doi.org/10.3905/jod.2019.1.092

L

  1. Liu, Qiang

    1. You have access
      Efficient Out-of-Sample Pricing of VIX Futures
      Shuxin Guo and Qiang Liu
      The Journal of Derivatives Spring 2020, 27 (3) 126-139; DOI: https://doi.org/10.3905/jod.2019.1.089

M

  1. Ma, Junmei

    1. You have access
      An Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility Models
      Junmei Ma, Sihuan Huang and Wei Xu
      The Journal of Derivatives Spring 2020, 27 (3) 75-98; DOI: https://doi.org/10.3905/jod.2019.1.092

P

  1. Pimbley, Joseph M.

    1. Open Access
      Editor’s Letter
      Joseph M. Pimbley
      The Journal of Derivatives Spring 2020, 27 (3) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.3.001

R

  1. Rebonato, Riccardo

    1. You have access
      What Does Today’s Smile Imply About Future Volatilities?
      Riccardo Rebonato
      The Journal of Derivatives Spring 2020, 27 (3) 26-44; DOI: https://doi.org/10.3905/jod.2019.1.091
  2. Reinke, Martin

    1. You have access
      Risk-Neutral Density Estimation: Looking at the Tails
      Martin Reinke
      The Journal of Derivatives Spring 2020, 27 (3) 99-125; DOI: https://doi.org/10.3905/jod.2019.1.090

W

  1. Williams, Julian

    1. You have access
      Forecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed Timescales
      Giovanni Calice, Jing Chen and Julian Williams
      The Journal of Derivatives Spring 2020, 27 (3) 45-74; DOI: https://doi.org/10.3905/jod.2019.1.094

X

  1. Xu, Wei

    1. You have access
      An Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility Models
      Junmei Ma, Sihuan Huang and Wei Xu
      The Journal of Derivatives Spring 2020, 27 (3) 75-98; DOI: https://doi.org/10.3905/jod.2019.1.092
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The Journal of Derivatives: 27 (3)
The Journal of Derivatives
Vol. 27, Issue 3
Spring 2020
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