Options
- Deep Learning for Exotic Option ValuationJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science December 2021, jfds.2021.1.083; DOI: https://doi.org/10.3905/jfds.2021.1.083
- Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar PowerTakashi KanamuraThe Journal of Alternative Investments June 2020, 23 (1) 35-47; DOI: https://doi.org/10.3905/jai.2020.1.099
- An Approximate Swaption Formula in Heath–Jarrow–Morton ModelsHideharu FunahashiThe Journal of Derivatives May 2020, 27 (4) 30-50; DOI: https://doi.org/10.3905/jod.2020.1.101
- How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly OptionsYuan WenThe Journal of Derivatives May 2020, 27 (4) 89-107; DOI: https://doi.org/10.3905/jod.2020.1.100
- Analytically Deriving Risk-Neutral Densities from Volatility Smiles in DeltaFumio HayashiThe Journal of Derivatives May 2020, 27 (4) 6-12; DOI: https://doi.org/10.3905/jod.2020.1.099
- Pricing VIX Futures under the GJR–GARCH Process: An Analytical Approximation MethodHaibin Xie, Mo Zhou and Tinghui RuanThe Journal of Derivatives May 2020, 27 (4) 77-88; DOI: https://doi.org/10.3905/jod.2020.1.096
- Information Leakage in Energy Derivatives around News AnnouncementsMarc J. M. Bohmann and Vinay PatelThe Journal of Derivatives May 2020, 27 (4) 13-29; DOI: https://doi.org/10.3905/jod.2020.1.095
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives May 2020, 27 (4) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.4.001
- News Sentiment as an Explanation for Changes in the VIX Futures BasisLee A. SmalesThe Journal of Investing May 2020, 29 (4) 92-102; DOI: https://doi.org/10.3905/joi.2020.1.125
- Factor Investing in Currency Markets: Does It Make Sense?Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali XuThe Journal of Portfolio Management December 2019, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
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