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The Journal of Derivatives

The Journal of Derivatives

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More articles from Primary Article

  • You have access
    Valuing Euro Rating-Triggered Step-Up Telecom Bonds
    Patrick Houweling, Albert Mentink and Ton C.F Vorst
    The Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036
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    Pricing of Electricity Swing Options
    Jussi Keppo
    The Journal of Derivatives Spring 2004, 11 (3) 26-43; DOI: https://doi.org/10.3905/jod.2004.391033
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    Pricing and Hedging of American Knock-In Options
    Farid Aitsahlia, Lorens Imhof and Tze Leung Lai
    The Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034
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    Risk-Managing Bermudan Swaptions in a LIBOR Model
    Raoul Pietersz and Antoon Pelsser
    The Journal of Derivatives Spring 2004, 11 (3) 51-62; DOI: https://doi.org/10.3905/jod.2004.391035
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    Non-Affine Option Pricing
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    The Nasdaq Volatility Index During and After the Bubble
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    The Journal of Derivatives Winter 2003, 11 (2) 9-24; DOI: https://doi.org/10.3905/jod.2003.319213
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    Lookback Option Valuation
    Seungmook Choi and Mel Jameson
    The Journal of Derivatives Winter 2003, 11 (2) 53-64; DOI: https://doi.org/10.3905/jod.2003.319216
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    Correct Calculation of Volatility in a Jump-Diffusion Model
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    How Valuable is Credit Card Lending?
    Arkadev Chatterjea, Robert A Jarrow, Robert Neal and Yildiray Yildirim
    The Journal of Derivatives Winter 2003, 11 (2) 39-52; DOI: https://doi.org/10.3905/jod.2003.319214
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    Valuation of Stock Option Grants Under Multiple Severance Risks
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