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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 1996; Volume 4,Issue 1

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