Table of Contents
Spring 2021; Volume 28,Issue 3
C
Chang, Jow-Ran
- You have accessCan the Improved CMBO Strategies Beat the CMBO Index?Wei-Han Liu and Jow-Ran ChangThe Journal of Derivatives Spring 2021, 28 (3) 163-183; DOI: https://doi.org/10.3905/jod.2020.1.121
Chang, Jui-Jane
- You have accessAnalytical Valuation of Exotic Double Barrier OptionsJui-Jane Chang, Hui-Ming Pai and Ting-Pin WuThe Journal of Derivatives Spring 2021, 28 (3) 97-122; DOI: https://doi.org/10.3905/jod.2020.1.118
Chen, Sonnan
- You have accessJump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives Spring 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
Costabile, Massimo
- You have accessA Bivariate Lattice Model to Compute Risk Measures in Life Insurance PoliciesMassimo CostabileThe Journal of Derivatives Spring 2021, 28 (3) 123-139; DOI: https://doi.org/10.3905/jod.2020.1.117
Cui, Zhenyu
- You have accessPricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain ApproximationZhenyu Cui and Stephen TaylorThe Journal of Derivatives Spring 2021, 28 (3) 8-33; DOI: https://doi.org/10.3905/jod.2020.1.116
D
Drapeau, Samuel
- You have accessHow Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?Samuel Drapeau, Tan Wang and Tao WangThe Journal of Derivatives Spring 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120
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Gu, Yuchi
- You have accessJump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives Spring 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
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Hu, Qi
- You have accessUniversal Arbitrage-Free Estimation of State Price DensityQi Hu and David NewtonThe Journal of Derivatives Spring 2021, 28 (3) 35-59; DOI: https://doi.org/10.3905/jod.2020.1.123
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Liu, Wei-Han
- You have accessCan the Improved CMBO Strategies Beat the CMBO Index?Wei-Han Liu and Jow-Ran ChangThe Journal of Derivatives Spring 2021, 28 (3) 163-183; DOI: https://doi.org/10.3905/jod.2020.1.121
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Newton, David
- You have accessUniversal Arbitrage-Free Estimation of State Price DensityQi Hu and David NewtonThe Journal of Derivatives Spring 2021, 28 (3) 35-59; DOI: https://doi.org/10.3905/jod.2020.1.123
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Pai, Hui-Ming
- You have accessAnalytical Valuation of Exotic Double Barrier OptionsJui-Jane Chang, Hui-Ming Pai and Ting-Pin WuThe Journal of Derivatives Spring 2021, 28 (3) 97-122; DOI: https://doi.org/10.3905/jod.2020.1.118
Pimbley, Joseph M.
- You have accessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Spring 2021, 28 (3) 1-3; DOI: https://doi.org/10.3905/jod.2021.28.3.001
T
Taylor, Stephen
- You have accessPricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain ApproximationZhenyu Cui and Stephen TaylorThe Journal of Derivatives Spring 2021, 28 (3) 8-33; DOI: https://doi.org/10.3905/jod.2020.1.116
W
Wang, Tan
- You have accessHow Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?Samuel Drapeau, Tan Wang and Tao WangThe Journal of Derivatives Spring 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120
Wang, Tao
- You have accessHow Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?Samuel Drapeau, Tan Wang and Tao WangThe Journal of Derivatives Spring 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120
Wu, Ting-Pin
- You have accessAnalytical Valuation of Exotic Double Barrier OptionsJui-Jane Chang, Hui-Ming Pai and Ting-Pin WuThe Journal of Derivatives Spring 2021, 28 (3) 97-122; DOI: https://doi.org/10.3905/jod.2020.1.118
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The Journal of Derivatives
Vol. 28, Issue 3
Spring 2021