The Journal of Derivatives

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The Premium Reduction of European, American, and Perpetual Log Return Options
Stephen Taylor and Jan Vecer

The Journal of Derivatives Summer 2021, jod.2020.1.115; DOI: https://doi.org/10.3905/jod.2020.1.115
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Quantum Option Pricing and Quantum Finance
Sergio Focardi, Frank J. Fabozzi and Davide Mazza

The Journal of Derivatives Fall 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
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Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility
Peter Carr, Andrey Itkin and Sasha Stoikov

The Journal of Derivatives Fall 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
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Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities
Luca Capriotti and Ruggero Vaia

The Journal of Derivatives Fall 2020, 28 (1) 8-25; DOI: https://doi.org/10.3905/jod.2020.1.107
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QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
Igor Halperin

The Journal of Derivatives Fall 2020, 28 (1) 99-122; DOI: https://doi.org/10.3905/jod.2020.1.108
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Physics and Derivatives: On Three Important Problems in Mathematical Finance
Alexander Lipton and Vadim Kaushansky

The Journal of Derivatives Fall 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098
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Editor’s Letter
Joseph M. Pimbley

The Journal of Derivatives Fall 2020, 28 (1) 1-3; DOI: https://doi.org/10.3905/jod.2020.28.1.001
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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, 28 (1) 26-50; 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, 28 (1) 143-159; DOI: https://doi.org/10.3905/jod.2020.1.112
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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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