Table of Contents

Fall 2020; Volume 28,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives Fall 2020, 28 (1) 1-3; DOI: https://doi.org/10.3905/jod.2020.28.1.001

Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities

Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models

Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility

Quantum Option Pricing and Quantum Finance

QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds

Physics and Derivatives: On Three Important Problems in Mathematical Finance

Interviews with Researchers Who Started Their Career in Physics but Moved to Finance

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