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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

Winter 1995; Volume 3,Issue 2

Primary Article

  • You have access
    Accelerating American Option Pricing in Lattices
    Michael Curran
    The Journal of Derivatives Winter 1995, 3 (2) 8-18; DOI: https://doi.org/10.3905/jod.1995.407936
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    On Pricing Barrier Options
    Peter Ritchken
    The Journal of Derivatives Winter 1995, 3 (2) 19-28; DOI: https://doi.org/10.3905/jod.1995.407939
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    Streamlining Monte Carlo Simulation with the Quasi-Analytic Method
    N.K. Chidambaran and Stephen Figlewski
    The Journal of Derivatives Winter 1995, 3 (2) 29-51; DOI: https://doi.org/10.3905/jod.1995.407941
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    Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure
    Ren-Raw Chen and Louis Scott
    The Journal of Derivatives Winter 1995, 3 (2) 53-72; DOI: https://doi.org/10.3905/jod.1995.407938
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    Techniques for Verifying the Accuracy of Risk Measurement Models
    Paul H. Kupiec
    The Journal of Derivatives Winter 1995, 3 (2) 73-84; DOI: https://doi.org/10.3905/jod.1995.407942
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    Derivatives and Partnership Exhange Funds
    James N. Calvin and Don R Rich
    The Journal of Derivatives Winter 1995, 3 (2) 85-93; DOI: https://doi.org/10.3905/jod.1995.407937
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    Remembering Fischer Black
    Stephen Figlewski
    The Journal of Derivatives Winter 1995, 3 (2) 94-98; DOI: https://doi.org/10.3905/jod.1995.407940
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The Journal of Derivatives
Vol. 3, Issue 2
Winter 1995
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