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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

Summer 1998; Volume 5,Issue 4

Primary Article

  • You have access
    Correlations and Volatilities of Asynchronous Data
    Patrick Burns, Robert F Engle and Joseph J Mezrich
    The Journal of Derivatives Summer 1998, 5 (4) 7-18; DOI: https://doi.org/10.3905/jod.1998.408000
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    The Pricing of Equity Swaps and Swaptions
    Don M. Chance and Don R Rich
    The Journal of Derivatives Summer 1998, 5 (4) 19-31; DOI: https://doi.org/10.3905/jod.1998.408004
  • You have access
    On Bounding Option Prices in Paretian Stable Markets
    Ivilina Popova and Peter Ritchken
    The Journal of Derivatives Summer 1998, 5 (4) 32-43; DOI: https://doi.org/10.3905/jod.1998.408001
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    The Introduction of Toronto Index Participation Units and Arbitrage Opportunities in the Toronto 35 Index Option Market
    Lucy E. Ackert and Yisong S. Tian
    The Journal of Derivatives Summer 1998, 5 (4) 44-53; DOI: https://doi.org/10.3905/jod.1998.408003
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    A Closed-Form Approximation for Valuing Basket Options
    Moshe Arye Milevsky and Steven E. Posner
    The Journal of Derivatives Summer 1998, 5 (4) 54-61; DOI: https://doi.org/10.3905/jod.1998.408005
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    The Impact of the Taxpayer Relief Act of 1997 on Derivatives Transactions
    Mark J.P. Anson
    The Journal of Derivatives Summer 1998, 5 (4) 62-72; DOI: https://doi.org/10.3905/jod.1998.408002
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The Journal of Derivatives
Vol. 5, Issue 4
Summer 1998
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