Table of Contents

Primary Article

• You have access

  Complex Barrier Options

  Terry H.F. Cheuk and Ton C.F. Vorst

  The Journal of Derivatives Fall 1996, 4 (1) 8-22; DOI: https://doi.org/10.3905/jod.1996.407958
• You have access

  Binominal Option Pricing Under Stochastic Volatility and Correlated State Variables

  Jimmy E. Hilliard and Adam Schwartz

  The Journal of Derivatives Fall 1996, 4 (1) 23-39; DOI: https://doi.org/10.3905/jod.1996.407962
• You have access

  An Empirical Examination of the Longstaff-Schwartz Bond Option Valuation Model

  Marliese Uhrig

  The Journal of Derivatives Fall 1996, 4 (1) 41-51; DOI: https://doi.org/10.3905/jod.1996.407957
• You have access

  Return Volatilities of Stock Index Futures in Hong Kong

  Gordon Y.N. Tang

  The Journal of Derivatives Fall 1996, 4 (1) 55-62; DOI: https://doi.org/10.3905/jod.1996.407961
• You have access

  Derivatives Markets in Brazil

  Bruno Saturnino Braga

  The Journal of Derivatives Fall 1996, 4 (1) 63-78; DOI: https://doi.org/10.3905/jod.1996.407959
• You have access

  Reference Check

  Scott Lyden

  The Journal of Derivatives Fall 1996, 4 (1) 79-91; DOI: https://doi.org/10.3905/jod.1996.407960