The Journal of Derivatives

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Pricing of Adverse Development Covers Using Option Pricing Methods
Eric Dal Moro

The Journal of Derivatives Winter 2021, jod.2021.1.136; DOI: https://doi.org/10.3905/jod.2021.1.136
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Cover’s Rebalancing Option with Discrete Hindsight Optimization
Alex Garivaltis

The Journal of Derivatives Winter 2021, jod.2021.1.135; DOI: https://doi.org/10.3905/jod.2021.1.135
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Testing and Mapping an Empirical Exercise Boundary for the American Put Option
Joseph M. Pimbley

The Journal of Derivatives Fall 2021, jod.2021.1.134; DOI: https://doi.org/10.3905/jod.2021.1.134
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Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck Process
Peter Carr and Andrey Itkin

The Journal of Derivatives Fall 2021, jod.2021.1.133; DOI: https://doi.org/10.3905/jod.2021.1.133
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Pricing and Hedging Options on Assets with Options on Related Assets
Dilip B. Madan and King Wang

The Journal of Derivatives Fall 2021, jod.2021.1.132; DOI: https://doi.org/10.3905/jod.2021.1.132
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Price Discovery in a New Futures Market: Micro E-Mini Index Futures
Athanasios P. Fassas

The Journal of Derivatives Fall 2021, jod.2021.1.131; DOI: https://doi.org/10.3905/jod.2021.1.131
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Evergreen Trees: The Likelihood Ratio Method for Binomial and Trinomial Trees
Tom P. Davis

The Journal of Derivatives Fall 2021, jod.2021.1.130; DOI: https://doi.org/10.3905/jod.2021.1.130
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Bias Correction for Bond Option Greeks via Jackknife
Jinyu Zhang, Kang Gao and Yong Li

The Journal of Derivatives Fall 2021, jod.2021.1.129; DOI: https://doi.org/10.3905/jod.2021.1.129
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An Arbitrage-Free Real-World Model for Fractional Option Prices
Holger Fink

The Journal of Derivatives Fall 2021, jod.2021.1.128; DOI: https://doi.org/10.3905/jod.2021.1.128
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How Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?
Samuel Drapeau, Tan Wang and Tao Wang

The Journal of Derivatives Spring 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120

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