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- A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBORRen-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe HuangThe Journal of Fixed Income December 2018, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
- Sharp Analytical Lower Bounds for the Price of a Convertible BondAmelie Hüttner and Jan-Frederik MaiThe Journal of Derivatives November 2018, 26 (2) 7-18; DOI: https://doi.org/10.3905/jod.2018.26.2.007
- Option Writing: Using VIX to Improve ReturnsBurton G. Malkiel, Alex Rinaudo and Atanu SahaThe Journal of Derivatives November 2018, 26 (2) 38-49; DOI: https://doi.org/10.3905/jod.2018.26.2.038
- Curve-Fitting Method for Implied VolatilityDesheng Wu and Tianxiang LiuThe Journal of Derivatives November 2018, 26 (2) 19-37; DOI: https://doi.org/10.3905/jod.2018.26.2.019
- Ensuring More Is Better: On the Simultaneous Application of Stock and Options Data to Estimate the GARCH Options Pricing ModelCharles Chang, Hung-Wen Cheng and Cheng-Der FuhThe Journal of Derivatives August 2018, 26 (1) 7-25; DOI: https://doi.org/10.3905/jod.2018.1.067
- Implied Volatility Estimation via ℓ1 Trend FilteringPablo Crespo and Ta-Cheng HuangThe Journal of Derivatives August 2018, 26 (1) 45-66; DOI: https://doi.org/10.3905/jod.2018.26.1.045
- A Flexible Lattice Model for Pricing Contingent Claims under Multiple Risk FactorsEmilio Russo and Alessandro StainoThe Journal of Derivatives August 2018, 26 (1) 27-44; DOI: https://doi.org/10.3905/jod.2018.26.1.027
- Pathetic Protection: The Elusive Benefits of Protective PutsRoni IsraelovThe Journal of Alternative Investments December 2018, 21 (3) 6-33; DOI: https://doi.org/10.3905/jai.2018.1.066
- The Decline of Informed Trading in the Equity and Options MarketsCharles Cao, David Gempesaw and Timothy SiminThe Journal of Alternative Investments September 2018, 21 (2) 16-29; DOI: https://doi.org/10.3905/jai.2018.1.064
- Right Tail Hedging: Managing Risk When Markets Melt UpVineer BhansaliThe Journal of Portfolio Management July 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
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