Table of Contents
Spring 2020; Volume 27,Issue 3
C
Calice, Giovanni
- You have accessForecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed TimescalesGiovanni Calice, Jing Chen and Julian WilliamsThe Journal of Derivatives Spring 2020, 27 (3) 45-74; DOI: https://doi.org/10.3905/jod.2019.1.094
Chen, Jing
- You have accessForecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed TimescalesGiovanni Calice, Jing Chen and Julian WilliamsThe Journal of Derivatives Spring 2020, 27 (3) 45-74; DOI: https://doi.org/10.3905/jod.2019.1.094
G
Galeeva, Roza
- You have accessParameterized Calendar Correlations: Decoding Oil and BeyondRoza Galeeva and Thomas HaversangThe Journal of Derivatives Spring 2020, 27 (3) 7-25; DOI: https://doi.org/10.3905/jod.2019.1.093
Guo, Shuxin
- You have accessEfficient Out-of-Sample Pricing of VIX FuturesShuxin Guo and Qiang LiuThe Journal of Derivatives Spring 2020, 27 (3) 126-139; DOI: https://doi.org/10.3905/jod.2019.1.089
H
Haversang, Thomas
- You have accessParameterized Calendar Correlations: Decoding Oil and BeyondRoza Galeeva and Thomas HaversangThe Journal of Derivatives Spring 2020, 27 (3) 7-25; DOI: https://doi.org/10.3905/jod.2019.1.093
Huang, Sihuan
- You have accessAn Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility ModelsJunmei Ma, Sihuan Huang and Wei XuThe Journal of Derivatives Spring 2020, 27 (3) 75-98; DOI: https://doi.org/10.3905/jod.2019.1.092
L
Liu, Qiang
- You have accessEfficient Out-of-Sample Pricing of VIX FuturesShuxin Guo and Qiang LiuThe Journal of Derivatives Spring 2020, 27 (3) 126-139; DOI: https://doi.org/10.3905/jod.2019.1.089
M
Ma, Junmei
- You have accessAn Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility ModelsJunmei Ma, Sihuan Huang and Wei XuThe Journal of Derivatives Spring 2020, 27 (3) 75-98; DOI: https://doi.org/10.3905/jod.2019.1.092
P
Pimbley, Joseph M.
- Open AccessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Spring 2020, 27 (3) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.3.001
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Rebonato, Riccardo
- You have accessWhat Does Today’s Smile Imply About Future Volatilities?Riccardo RebonatoThe Journal of Derivatives Spring 2020, 27 (3) 26-44; DOI: https://doi.org/10.3905/jod.2019.1.091
Reinke, Martin
- You have accessRisk-Neutral Density Estimation: Looking at the TailsMartin ReinkeThe Journal of Derivatives Spring 2020, 27 (3) 99-125; DOI: https://doi.org/10.3905/jod.2019.1.090
W
Williams, Julian
- You have accessForecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed TimescalesGiovanni Calice, Jing Chen and Julian WilliamsThe Journal of Derivatives Spring 2020, 27 (3) 45-74; DOI: https://doi.org/10.3905/jod.2019.1.094
X
Xu, Wei
- You have accessAn Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility ModelsJunmei Ma, Sihuan Huang and Wei XuThe 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
Vol. 27, Issue 3
Spring 2020