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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

Advanced Search

  • Home
  • Current Issue
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    • About JOD
    • Editorial Board
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Latest Articles

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2017, 24 (3) 1-3; DOI: https://doi.org/10.3905/jod.2017.24.3.001
  • You have access
    Internal Valuation of Assets with Liquidity Risk
    Bert-Jan Nauta
    The Journal of Derivatives Spring 2017, 24 (3) 70-83; DOI: https://doi.org/10.3905/jod.2017.24.3.070
  • You have access
    Option Pricing via QUAD: From Black–Scholes–Merton to Heston with Jumps
    Haozhe Su, Ding Chen and David P. Newton
    The Journal of Derivatives Spring 2017, 24 (3) 9-27; DOI: https://doi.org/10.3905/jod.2017.24.3.009
  • You have access
    Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets
    Ernest N. Biktimirov and Chunrong Wang
    The Journal of Derivatives Spring 2017, 24 (3) 42-68; DOI: https://doi.org/10.3905/jod.2017.24.3.042
  • You have access
    Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs
    Jedrzej Bialkowski, Huong Dieu Dang and Xiaopeng Wei
    The Journal of Derivatives Winter 2016, 24 (2) 31-47; DOI: https://doi.org/10.3905/jod.2016.24.2.031
  • You have access
    Counterparty Risk Minimization by the Optimal Netting of OTC Derivative Trades
    Dominic O’Kane
    The Journal of Derivatives Winter 2016, 24 (2) 48-65; DOI: https://doi.org/10.3905/jod.2016.24.2.048
  • You have access
    Directional Trading across Stock Limit Order Book and Options Markets
    Qin Wang
    The Journal of Derivatives Winter 2016, 24 (2) 88-97; DOI: https://doi.org/10.3905/jod.2016.24.2.088
  • You have access
    Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets
    Peter Christoffersen, Kris Jacobs and Bingxin Li
    The Journal of Derivatives Winter 2016, 24 (2) 8-30; DOI: https://doi.org/10.3905/jod.2016.24.2.008
  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Winter 2016, 24 (2) 1-2; DOI: https://doi.org/10.3905/jod.2016.24.2.001
  • You have access
    Valuations of Mortality-Linked Structured Products
    Meng-Lan Yueh, Hsin-Yu Chiu and Shou-Hsun Tsai
    The Journal of Derivatives Winter 2016, 24 (2) 66-87; DOI: https://doi.org/10.3905/jod.2016.24.2.066

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