The Journal of Derivatives

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Volatility Aversion in the Options Market Based on News Sentiment
Matthias W. Uhl

The Journal of Derivatives Summer 2018, 25 (4) 24-35; DOI: https://doi.org/10.3905/jod.2018.25.4.024
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Another Look at the Ho–Lee Bond Option Pricing Model
Young Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi

The Journal of Derivatives Summer 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
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An Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous Beliefs
Shu Feng, Xiaoling Pu and Yi Zhang

The Journal of Derivatives Summer 2018, 25 (4) 36-47; DOI: https://doi.org/10.3905/jod.2018.25.4.036
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Options and the Gamma Knife
Ian Martin

The Journal of Derivatives Summer 2018, 25 (4) 71-79; DOI: https://doi.org/10.3905/jod.2018.25.4.071
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A Unified Willow Tree Framework for One-Factor Short-Rate Models
Guangguang Wang and Wei Xu

The Journal of Derivatives Spring 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064
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An Alternative Option to Portfolio Rebalancing
Roni Israelov and Harsha Tummala

The Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI: https://doi.org/10.3905/jod.2018.25.3.007
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Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Spring 2018, 25 (3) 1-2; DOI: https://doi.org/10.3905/jod.2018.25.3.001
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The Second Partial Derivative of Option Price with Respect to the Strike: A Historical Reminiscence
Heinz Zimmermann

The Journal of Derivatives Spring 2018, 25 (3) 81-87; DOI: https://doi.org/10.3905/jod.2018.25.3.081
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It Is Time to Shift Log-Normal
Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang

The Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
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A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance
Riccardo Rebonato and Chu Ming Ng

The Journal of Derivatives Spring 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063

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