Table of Contents
Winter 1999; Volume 7,Issue 2
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Brown, Gregory
- You have accessConstructing Binomial Trees From Multiple Implied Probability DistributionsGregory Brown and Klaus Bjerre ToftThe Journal of Derivatives Winter 1999, 7 (2) 83-100; DOI: https://doi.org/10.3905/jod.1999.319142
C
Cherian, Joseph A.
- You have accessAn Emprical Analysis of Directional and Volatility Trading in Options MarketsJoseph A. Cherian and William Y. WengThe Journal of Derivatives Winter 1999, 7 (2) 53-65; DOI: https://doi.org/10.3905/jod.1999.319141
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Winter 1999, 7 (2) 1-2; DOI: https://doi.org/10.3905/jod.1999.390893
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Jackwerth, Jens Carsten
- You have accessOption-Implied Risk-Neutral Distributions and Implied Binomial TreesJens Carsten JackwerthThe Journal of Derivatives Winter 1999, 7 (2) 66-82; DOI: https://doi.org/10.3905/jod.1999.319143
Ju, Nengjiu
- You have accessAn Approximate Formula for Pricing American OptionsNengjiu Ju and Rui ZhongThe Journal of Derivatives Winter 1999, 7 (2) 31-40; DOI: https://doi.org/10.3905/jod.1999.319140
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Kupiec, Paul H.
- You have accessRisk Capital and VaRPaul H. KupiecThe Journal of Derivatives Winter 1999, 7 (2) 41-52; DOI: https://doi.org/10.3905/jod.1999.319145
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Tian, Yisong S
- You have accessPricing Complex Barrier Options under General Diffusion ProcessesYisong S TianThe Journal of Derivatives Winter 1999, 7 (2) 11-30; DOI: https://doi.org/10.3905/jod.1999.319144
Toft, Klaus Bjerre
- You have accessConstructing Binomial Trees From Multiple Implied Probability DistributionsGregory Brown and Klaus Bjerre ToftThe Journal of Derivatives Winter 1999, 7 (2) 83-100; DOI: https://doi.org/10.3905/jod.1999.319142
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Weng, William Y.
- You have accessAn Emprical Analysis of Directional and Volatility Trading in Options MarketsJoseph A. Cherian and William Y. WengThe Journal of Derivatives Winter 1999, 7 (2) 53-65; DOI: https://doi.org/10.3905/jod.1999.319141
Z
Zhong, Rui
- You have accessAn Approximate Formula for Pricing American OptionsNengjiu Ju and Rui ZhongThe Journal of Derivatives Winter 1999, 7 (2) 31-40; DOI: https://doi.org/10.3905/jod.1999.319140