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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

Spring 2002; Volume 9,Issue 3

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2002, 9 (3) 7-8; DOI: https://doi.org/10.3905/jod.2002.390883

Primary Article

  • You have access
    Long-Memory versus Option-Implied Volatility Predictions
    Kai Li
    The Journal of Derivatives Spring 2002, 9 (3) 9-25; DOI: https://doi.org/10.3905/jod.2002.319176
  • You have access
    Competing Methods for Option Hedging in the Presence of Transaction Costs
    Lionel Martellini and Philippe Priaulet
    The Journal of Derivatives Spring 2002, 9 (3) 26-38; DOI: https://doi.org/10.3905/jod.2002.319177
  • You have access
    European Option Pricing with Discrete Stochastic Dividends
    Don M. Chance, Raman Kumar and Don R Rich
    The Journal of Derivatives Spring 2002, 9 (3) 39-45; DOI: https://doi.org/10.3905/jod.2002.319178
  • You have access
    What Exactly Does Credit VaR Measure?
    Paul H Kupiec
    The Journal of Derivatives Spring 2002, 9 (3) 46-59; DOI: https://doi.org/10.3905/jod.2002.319179
  • You have access
    Synthetic CDOs
    Laurie S. Goodman
    The Journal of Derivatives Spring 2002, 9 (3) 60-72; DOI: https://doi.org/10.3905/jod.2002.319180
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    Synthetic Collateralized Loan Obligations
    Charles A. Stone and Anne Zissu
    The Journal of Derivatives Spring 2002, 9 (3) 73-80; DOI: https://doi.org/10.3905/jod.2002.319181
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The Journal of Derivatives
Vol. 9, Issue 3
Spring 2002
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