Table of Contents

Summer 2020; Volume 27,Issue 4

Editor’s Letter

  • Open Access
    Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives Summer 2020, 27 (4) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.4.001

Analytically Deriving Risk-Neutral Densities from Volatility Smiles in Delta

Information Leakage in Energy Derivatives around News Announcements

An Approximate Swaption Formula in Heath–Jarrow–Morton Models

The Impact of High-Frequency Trading on Australian Futures Market Liquidity and Efficiency

Pricing VIX Futures under the GJR–GARCH Process: An Analytical Approximation Method

How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly Options

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