Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Fall 1997; Volume 5,Issue 1

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 5, Issue 1
Fall 1997
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies