The Journal of Derivatives

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Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models
Peter Carr, Andrey Itkin and Dmitry Muravey

The Journal of Derivatives Fall 2020, jod.2020.1.113; DOI: https://doi.org/10.3905/jod.2020.1.113
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Interviews with Researchers Who Started their Career in Physics but Moved to Finance
The Journal of Derivatives Fall 2020, jod.2020.1.112; DOI: https://doi.org/10.3905/jod.2020.1.112
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Information Leakage in Energy Derivatives around News Announcements
Marc J. M. Bohmann and Vinay Patel

The Journal of Derivatives Summer 2020, 27 (4) 13-29; DOI: https://doi.org/10.3905/jod.2020.1.095
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The Impact of High-Frequency Trading on Australian Futures Market Liquidity and Efficiency
Panha Heng, Scott J. Niblock, Jennifer L. Harrison and Hansi Hu

The Journal of Derivatives Summer 2020, 27 (4) 51-76; DOI: https://doi.org/10.3905/jod.2020.1.097
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Analytically Deriving Risk-Neutral Densities from Volatility Smiles in Delta
Fumio Hayashi

The Journal of Derivatives Summer 2020, 27 (4) 6-12; DOI: https://doi.org/10.3905/jod.2020.1.099
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Pricing VIX Futures under the GJR–GARCH Process: An Analytical Approximation Method
Haibin Xie, Mo Zhou and Tinghui Ruan

The Journal of Derivatives Summer 2020, 27 (4) 77-88; DOI: https://doi.org/10.3905/jod.2020.1.096
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How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly Options
Yuan Wen

The Journal of Derivatives Summer 2020, 27 (4) 89-107; DOI: https://doi.org/10.3905/jod.2020.1.100
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An Approximate Swaption Formula in Heath–Jarrow–Morton Models
Hideharu Funahashi

The Journal of Derivatives Summer 2020, 27 (4) 30-50; DOI: https://doi.org/10.3905/jod.2020.1.101
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Editor’s Letter
Joseph M. Pimbley

The Journal of Derivatives Summer 2020, 27 (4) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.4.001
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Quantum Option Pricing and Quantum Finance
Sergio Focardi, Frank J. Fabozzi and Davide Mazza

The Journal of Derivatives Fall 2020, jod.2020.1.111; DOI: https://doi.org/10.3905/jod.2020.1.111

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