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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

Fall 2020; Volume 28,Issue 1
  • 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. Capriotti, Luca

    1. You have access
      Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities
      Luca Capriotti and Ruggero Vaia
      The Journal of Derivatives Fall 2020, 28 (1) 8-25; DOI: https://doi.org/10.3905/jod.2020.1.107
  2. Carr, Peter

    1. You have access
      Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility
      Peter Carr, Andrey Itkin and Sasha Stoikov
      The Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
    2. You have access
      Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models
      Peter Carr, Andrey Itkin and Dmitry Muravey
      The Journal of Derivatives Fall 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113

F

  1. Fabozzi, Frank J.

    1. You have access
      Quantum Option Pricing and Quantum Finance
      Sergio Focardi, Frank J. Fabozzi and Davide Mazza
      The Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
  2. Focardi, Sergio

    1. You have access
      Quantum Option Pricing and Quantum Finance
      Sergio Focardi, Frank J. Fabozzi and Davide Mazza
      The Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111

H

  1. Halperin, Igor

    1. You have access
      QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
      Igor Halperin
      The Journal of Derivatives Fall 2020, 28 (1) 99-122; DOI: https://doi.org/10.3905/jod.2020.1.108

I

  1. Itkin, Andrey

    1. You have access
      Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility
      Peter Carr, Andrey Itkin and Sasha Stoikov
      The Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
    2. You have access
      Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models
      Peter Carr, Andrey Itkin and Dmitry Muravey
      The Journal of Derivatives Fall 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113

K

  1. Kaushansky, Vadim

    1. You have access
      Physics and Derivatives: On Three Important Problems in Mathematical Finance
      Alexander Lipton and Vadim Kaushansky
      The Journal of Derivatives Fall 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098

L

  1. Lipton, Alexander

    1. You have access
      Physics and Derivatives: On Three Important Problems in Mathematical Finance
      Alexander Lipton and Vadim Kaushansky
      The Journal of Derivatives Fall 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098

M

  1. Mazza, Davide

    1. You have access
      Quantum Option Pricing and Quantum Finance
      Sergio Focardi, Frank J. Fabozzi and Davide Mazza
      The Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
  2. Muravey, Dmitry

    1. You have access
      Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models
      Peter Carr, Andrey Itkin and Dmitry Muravey
      The Journal of Derivatives Fall 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113

P

  1. Pimbley, Joseph M.

    1. 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

S

  1. Stoikov, Sasha

    1. You have access
      Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility
      Peter Carr, Andrey Itkin and Sasha Stoikov
      The Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110

V

  1. Vaia, Ruggero

    1. You have access
      Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities
      Luca Capriotti and Ruggero Vaia
      The 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: 28 (1)
The Journal of Derivatives
Vol. 28, Issue 1
Fall 2020
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