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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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

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More articles from Primary Article

  • You have access
    A Comparison of Markov–Functional and Market Models
    Michael N. Bennett and Joanne E. Kennedy
    The Journal of Derivatives Winter 2005, 13 (2) 22-43; DOI: https://doi.org/10.3905/jod.2005.605351
  • You have access
    Price Hedging with Local and Aggregate Quantity Risk
    Jouahn Nam, Alan L. Tucker and Jason Z Wei
    The Journal of Derivatives Winter 2005, 13 (2) 49-69; DOI: https://doi.org/10.3905/jod.2005.605355
  • You have access
    Delivery Options and Treasury–Bond Futures Hedge Ratios
    Robin Grieves and Alan J. Marcus
    The Journal of Derivatives Winter 2005, 13 (2) 70-76; DOI: https://doi.org/10.3905/jod.2005.605353
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    Stocks Paying Discrete Dividends
    Ralf Korn and L. C. G. Rogers
    The Journal of Derivatives Winter 2005, 13 (2) 44-48; DOI: https://doi.org/10.3905/jod.2005.605354
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    Crash–O–Phobia
    Silverio Foresi and Liuren Wu
    The Journal of Derivatives Winter 2005, 13 (2) 8-21; DOI: https://doi.org/10.3905/jod.2005.605352
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    Performance of Candlestick Analysis on Intraday Futures Data
    J. Henning Fock, Christian Klein and Bernhard Zwergel
    The Journal of Derivatives Fall 2005, 13 (1) 28-40; DOI: https://doi.org/10.3905/jod.2005.580514
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    Derivative Pricing Models with Regime Switching
    Craig Edwards
    The Journal of Derivatives Fall 2005, 13 (1) 41-47; DOI: https://doi.org/10.3905/jod.2005.580516
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    Life after VaR
    Phelim P Boyle, Mary Hardy and Ton C.F Vorst
    The Journal of Derivatives Fall 2005, 13 (1) 48-55; DOI: https://doi.org/10.3905/jod.2005.580517
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    Asian Options Can be More Valuable than Plain Vanilla Counterparts
    George L. Ye
    The Journal of Derivatives Fall 2005, 13 (1) 56-60; DOI: https://doi.org/10.3905/jod.2005.580518
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    Default Correlation Dynamics with Business Cycle and Credit Quality Changes
    Mi Ae Kim and Tong Suk Kim
    The Journal of Derivatives Fall 2005, 13 (1) 8-27; DOI: https://doi.org/10.3905/jod.2005.580513

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