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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Fall 1995; Volume 3,Issue 1

Primary Article

  • You have access
    On the Accounting Valuation of Employee Stock Options
    Mark Rubinstein
    The Journal of Derivatives Fall 1995, 3 (1) 8-24; DOI: https://doi.org/10.3905/jod.1995.407933
  • You have access
    The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims
    Peter Ritchken and L. Sankarasubramanian
    The Journal of Derivatives Fall 1995, 3 (1) 25-41; DOI: https://doi.org/10.3905/jod.1995.407935
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    Early Exercise Regions for Exotic Options
    Ken Seng Tan and Kenneth R. Vetzal
    The Journal of Derivatives Fall 1995, 3 (1) 42-56; DOI: https://doi.org/10.3905/jod.1995.407930
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    Probabilities and Values of Early Exercise
    James N.. Bodurtha and Georges R. Courtadon
    The Journal of Derivatives Fall 1995, 3 (1) 57-75; DOI: https://doi.org/10.3905/jod.1995.407934
  • You have access
    An Efficient Approach for Pricing Spread Options
    Neil D. Pearson
    The Journal of Derivatives Fall 1995, 3 (1) 76-91; DOI: https://doi.org/10.3905/jod.1995.407928
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    Interest Rate Digital Options and Range Notes
    Stuart M. Turnbull
    The Journal of Derivatives Fall 1995, 3 (1) 92-101; DOI: https://doi.org/10.3905/jod.1995.407931
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    An Extension of the Three-Jump Process Model for Contingent Claim Valuation
    He Youn Cho and Ki Wook Lee
    The Journal of Derivatives Fall 1995, 3 (1) 102-108; DOI: https://doi.org/10.3905/jod.1995.407929
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    Lost Barings
    Hans R. Stoll
    The Journal of Derivatives Fall 1995, 3 (1) 109-115; DOI: https://doi.org/10.3905/jod.1995.407932
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The Journal of Derivatives
Vol. 3, Issue 1
Fall 1995
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