Table of Contents
Fall 2020; Volume 28,Issue 1
C
Capriotti, Luca
- You have accessPhysics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu DensitiesLuca Capriotti and Ruggero VaiaThe Journal of Derivatives Fall 2020, 28 (1) 8-25; DOI: https://doi.org/10.3905/jod.2020.1.107
Carr, Peter
- You have accessModel-Free Backward and Forward Nonlinear PDEs for Implied VolatilityPeter Carr, Andrey Itkin and Sasha StoikovThe Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
- You have accessSemi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR ModelsPeter Carr, Andrey Itkin and Dmitry MuraveyThe Journal of Derivatives Fall 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113
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Fabozzi, Frank J.
- You have accessQuantum Option Pricing and Quantum FinanceSergio Focardi, Frank J. Fabozzi and Davide MazzaThe Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
Focardi, Sergio
- You have accessQuantum Option Pricing and Quantum FinanceSergio Focardi, Frank J. Fabozzi and Davide MazzaThe Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
H
Halperin, Igor
- You have accessQLBS: Q-Learner in the Black-Scholes(-Merton) WorldsIgor HalperinThe Journal of Derivatives Fall 2020, 28 (1) 99-122; DOI: https://doi.org/10.3905/jod.2020.1.108
I
Itkin, Andrey
- You have accessModel-Free Backward and Forward Nonlinear PDEs for Implied VolatilityPeter Carr, Andrey Itkin and Sasha StoikovThe Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
- You have accessSemi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR ModelsPeter Carr, Andrey Itkin and Dmitry MuraveyThe Journal of Derivatives Fall 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113
K
Kaushansky, Vadim
- You have accessPhysics and Derivatives: On Three Important Problems in Mathematical FinanceAlexander Lipton and Vadim KaushanskyThe Journal of Derivatives Fall 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098
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Lipton, Alexander
- You have accessPhysics and Derivatives: On Three Important Problems in Mathematical FinanceAlexander Lipton and Vadim KaushanskyThe Journal of Derivatives Fall 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098
M
Mazza, Davide
- You have accessQuantum Option Pricing and Quantum FinanceSergio Focardi, Frank J. Fabozzi and Davide MazzaThe Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
Muravey, Dmitry
- You have accessSemi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR ModelsPeter Carr, Andrey Itkin and Dmitry MuraveyThe Journal of Derivatives Fall 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113
P
Pimbley, Joseph M.
- Open AccessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Fall 2020, 28 (1) 1-3; DOI: https://doi.org/10.3905/jod.2020.28.1.001
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Stoikov, Sasha
- You have accessModel-Free Backward and Forward Nonlinear PDEs for Implied VolatilityPeter Carr, Andrey Itkin and Sasha StoikovThe Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
V
Vaia, Ruggero
- You have accessPhysics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu DensitiesLuca Capriotti and Ruggero VaiaThe Journal of Derivatives Fall 2020, 28 (1) 8-25; DOI: https://doi.org/10.3905/jod.2020.1.107
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The Journal of Derivatives
Vol. 28, Issue 1
Fall 2020