The Journal of Derivatives

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Option Pricing with Greed and Fear Factor: The Rational Finance Approach
Abootaleb Shirvani, Frank J. Fabozzi, Boryana Racheva-Iotova and Svetlozar T. Rachev

The Journal of Derivatives Winter 2021, jod.2021.1.138; DOI: https://doi.org/10.3905/jod.2021.1.138
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A Model-Free Fourier Cosine Method for Estimating the Risk-Neutral Density
Zhenyu Cui and Zixiao Yu

The Journal of Derivatives Winter 2021, jod.2021.1.137; DOI: https://doi.org/10.3905/jod.2021.1.137
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Model Risk in Risk Analysis for No-Negative-Equity-Guarantees
Jr-Wei Huang, Sharon S. Yang and Chuang-Chang Chang

The Journal of Derivatives Summer 2021, 28 (4) 87-110; DOI: https://doi.org/10.3905/jod.2020.1.125
Open Access
Editor’s Letter
Joseph M. Pimbley

The Journal of Derivatives Summer 2021, 28 (4) 1-2; DOI: https://doi.org/10.3905/jod.2021.28.4.001
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Bias Correction for Bond Option Greeks via Jackknife
Jinyu Zhang, Kang Gao and Yong Li

The Journal of Derivatives Summer 2021, 28 (4) 45-63; DOI: https://doi.org/10.3905/jod.2021.1.129
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An Arbitrage-Free Interpolation of Class C² for Option Prices
Fabien Le Floc’h

The Journal of Derivatives Summer 2021, 28 (4) 64-86; DOI: https://doi.org/10.3905/jod.2020.1.119
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A Closed-Form Model-Free Implied Volatility Formula through Delta Families
Zhenyu Cui, Justin Kirkby, Duy Nguyen and Stephen Taylor

The Journal of Derivatives Summer 2021, 28 (4) 111-127; DOI: https://doi.org/10.3905/jod.2020.1.127
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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, 28 (4) 7-23; DOI: https://doi.org/10.3905/jod.2020.1.115
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Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model
Artem Dyachenko and Marc Oliver Rieger

The Journal of Derivatives Summer 2021, 28 (4) 24-44; DOI: https://doi.org/10.3905/jod.2020.1.122
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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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