Table of Contents

Primary Article

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  Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks

  Steven B. Raymar and Michael J. Zwecher

  The Journal of Derivatives Fall 1997, 5 (1) 7-23; DOI: https://doi.org/10.3905/jod.1997.407986
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  Enhanced Monte Carlo Estimates for American Option Prices

  Mark Broadie, Paul Glasserman and Gautam Jain

  The Journal of Derivatives Fall 1997, 5 (1) 25-44; DOI: https://doi.org/10.3905/jod.1997.407983
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  Calculating Prices and Sensitivities for Path-Independent Derivatives Securities in Multifactor Models

  Gregory A. Willard

  The Journal of Derivatives Fall 1997, 5 (1) 45-61; DOI: https://doi.org/10.3905/jod.1997.407982
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  Low-Discrepancy Sequences

  Silvio Galanti and Alan Jung

  The Journal of Derivatives Fall 1997, 5 (1) 63-83; DOI: https://doi.org/10.3905/jod.1997.407985
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  Equivalent Martingale Measures and Risk-Neutral Pricing

  Rangarajan K. Sundaram

  The Journal of Derivatives Fall 1997, 5 (1) 85-98; DOI: https://doi.org/10.3905/jod.1997.407984
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  Valuing S&P 500 Bear Market Warrants With a Periodic Reset

  Stephen F. Gray and Robert E. Whaley

  The Journal of Derivatives Fall 1997, 5 (1) 99-106; DOI: https://doi.org/10.3905/jod.1997.407987