The Journal of Derivatives

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Remembering Mark Rubinstein
The Journal of Derivatives Fall 2019, jod.2019.1.082; DOI: https://doi.org/10.3905/jod.2019.1.082
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An Improved Estimation Method for a Family of GARCH Models
Pascal Létourneau

The Journal of Derivatives Fall 2019, jod.2019.1.081; DOI: https://doi.org/10.3905/jod.2019.1.081
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Black-Scholes and Heston Models with Stochastic Interest Rates and Term Structure of Volatilities
Alberto Bueno-Guerrero

The Journal of Derivatives Fall 2019, jod.2019.1.078; DOI: https://doi.org/10.3905/jod.2019.1.078
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Towards a General Local Volatility Model for All Asset Classes
Dariusz Gatarek and Juliusz Jabłecki

The Journal of Derivatives Fall 2019, jod.2019.1.079; DOI: https://doi.org/10.3905/jod.2019.1.079
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American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search
Qianru Shang and Brian Byrne

The Journal of Derivatives Fall 2019, jod.2019.1.080; DOI: https://doi.org/10.3905/jod.2019.1.080
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Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Michael Hanke, Rolf Poulsen and Alex Weissensteiner

The Journal of Derivatives Summer 2019, 26 (4) 128-143; DOI: https://doi.org/10.3905/jod.2019.26.4.128
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A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends
Shuxin Guo and Qiang Liu

The Journal of Derivatives Summer 2019, 26 (4) 54-70; DOI: https://doi.org/10.3905/jod.2019.26.4.054
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Long and Short Memory in the Risk-Neutral Pricing Process
Young Shin Kim, Danling Jiang and Stoyan Stoyanov

The Journal of Derivatives Summer 2019, 26 (4) 71-88; DOI: https://doi.org/10.3905/jod.2019.1.077
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Exact Replication of the Best Rebalancing Rule in Hindsight
Alex Garivaltis

The Journal of Derivatives Summer 2019, 26 (4) 35-53; DOI: https://doi.org/10.3905/jod.2019.26.4.035
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Interrelations among Cross-Currency Basis Swap Spreads: Pre- and Post-Crisis Analysis
Oyakhilome Ibhagui

The Journal of Derivatives Summer 2019, 26 (4) 89-112; DOI: https://doi.org/10.3905/jod.2019.1.073

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