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The Journal of Derivatives
  • Institutional Investor Journals: Home
    • The Journal of Alternative Investments
    • The Journal of Fixed Income
    • The Journal of Index Investing
    • The Journal of Investing
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The Journal of Derivatives

The Journal of Derivatives

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Latest Articles

  • You have access
    Sector Option Implied Volatility Dynamics and Predictability
    Joseph M. Marks and David P. Simon
    The Journal of Derivatives Winter 2017, 25 (2) 22-42; DOI: https://doi.org/10.3905/jod.2017.25.2.022
  • You have access
    Pricing Variance, Gamma, and Corridor Swaps Using Multinomial Trees
    Honglei Zhao, Zhe Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu
    The Journal of Derivatives Winter 2017, 25 (2) 7-21; DOI: https://doi.org/10.3905/jod.2017.25.2.007
  • You have access
    Rent-to-Own Housing Contracts under Financial Constraints
    Sanjiv Jaggia and Pratish Patel
    The Journal of Derivatives Winter 2017, 25 (2) 62-78; DOI: https://doi.org/10.3905/jod.2017.25.2.062
  • You have access
    A Simple and Efficient Two-Factor Willow Tree Method for Convertible Bond Pricing with Stochastic Interest Rate and Default Risk
    Ling Lu and Wei Xu
    The Journal of Derivatives Fall 2017, 25 (1) 37-54; DOI: https://doi.org/10.3905/jod.2017.25.1.037
  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2017, 25 (1) 1-3; DOI: https://doi.org/10.3905/jod.2017.25.1.001
  • You have access
    An Energy Market Modeling Approach for Valuing Real Options
    Marliese Uhrig-Homburg and Nils Unger
    The Journal of Derivatives Fall 2017, 25 (1) 71-86; DOI: https://doi.org/10.3905/jod.2017.25.1.071
  • You have access
    A Simple Closed-Form Formula for Pricing Basket Options
    Kin Hung (Felix) Kan
    The Journal of Derivatives Fall 2017, 25 (1) 104-110; DOI: https://doi.org/10.3905/jod.2017.25.1.104
  • You have access
    Short Interest, Bearish Option Trades, and Short-Sale Constraints
    Brian Du
    The Journal of Derivatives Fall 2017, 25 (1) 55-70; DOI: https://doi.org/10.3905/jod.2017.25.1.055
  • You have access
    Options Decimalization
    Faith Chin and Corey Garriott
    The Journal of Derivatives Fall 2017, 25 (1) 88-103; DOI: https://doi.org/10.3905/jod.2017.25.1.088
  • You have access
    Conic Option Pricing
    Dilip B. Madan and Wim Schoutens
    The Journal of Derivatives Fall 2017, 25 (1) 10-36; DOI: https://doi.org/10.3905/jod.2017.25.1.010

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