Table of Contents

Spring 2022; Volume 29,Issue 3

B

  1. Bai, Yudi

    1. Term Risk-Free Rates: Methodologies, Challenges, and the Future
      Xi (Figo) Liu and Yudi Bai
      The Journal of Derivatives Spring 2022, 29 (3) 30-45; DOI: https://doi.org/10.3905/jod.2022.1.144

C

  1. Chen, Ji

    1. Pricing Dynamics of Oil Futures with Tail Risk
      Xinglin Yang, Ji Chen and Yiming Xu
      The Journal of Derivatives Spring 2022, 29 (3) 85-105; DOI: https://doi.org/10.3905/jod.2022.1.151

E

  1. Elliott, Robert J.

    1. American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion
      Tak Kuen Siu and Robert J. Elliott
      The Journal of Derivatives Spring 2022, 29 (3) 106-123; DOI: https://doi.org/10.3905/jod.2022.1.147

L

  1. Lehnert, Thorsten

    1. Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk Taking of Hedge Funds
      Thorsten Lehnert
      The Journal of Derivatives Spring 2022, 29 (3) 65-84; DOI: https://doi.org/10.3905/jod.2022.1.148

  2. Liu, Xi (Figo)

    1. Term Risk-Free Rates: Methodologies, Challenges, and the Future
      Xi (Figo) Liu and Yudi Bai
      The Journal of Derivatives Spring 2022, 29 (3) 30-45; DOI: https://doi.org/10.3905/jod.2022.1.144

M

  1. Ma, Lingjie

    1. Negative WTI Price: What Really Happened and What Can We Learn?
      Lingjie Ma
      The Journal of Derivatives Spring 2022, 29 (3) 9-29; DOI: https://doi.org/10.3905/jod.2021.1.141

P

  1. Pimbley, Joseph M.

    1. Editor’s Letter
      Joseph M. Pimbley
      The Journal of Derivatives Spring 2022, 29 (3) 1-3; DOI: https://doi.org/10.3905/jod.2021.29.3.001

S

  1. Siu, Tak Kuen

    1. American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion
      Tak Kuen Siu and Robert J. Elliott
      The Journal of Derivatives Spring 2022, 29 (3) 106-123; DOI: https://doi.org/10.3905/jod.2022.1.147

T

  1. Tunaru, Radu

    1. Equity Portfolio Trading with Volatility and Dividend Derivatives
      Radu Tunaru
      The Journal of Derivatives Spring 2022, 29 (3) 46-64; DOI: https://doi.org/10.3905/jod.2021.1.142

X

  1. Xu, Yiming

    1. Pricing Dynamics of Oil Futures with Tail Risk
      Xinglin Yang, Ji Chen and Yiming Xu
      The Journal of Derivatives Spring 2022, 29 (3) 85-105; DOI: https://doi.org/10.3905/jod.2022.1.151

Y

  1. Yang, Xinglin

    1. Pricing Dynamics of Oil Futures with Tail Risk
      Xinglin Yang, Ji Chen and Yiming Xu
      The Journal of Derivatives Spring 2022, 29 (3) 85-105; DOI: https://doi.org/10.3905/jod.2022.1.151
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