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- Gas Storage Valuation Using a Monte Carlo MethodAlexander Boogert and Cyriel de JongThe Journal of Derivatives February 2008, 15 (3) 81-98; DOI: https://doi.org/10.3905/jod.2008.702507
- Pricing and Hedging Volatility DerivativesMark Broadie and Ashish JainThe Journal of Derivatives February 2008, 15 (3) 7-24; DOI: https://doi.org/10.3905/jod.2008.702503
- Closed-Form Approximations for Spread Option Prices and GreeksMinqiang Li, Shi-Jie Deng and Jieyun ZhocThe Journal of Derivatives February 2008, 15 (3) 58-80; DOI: https://doi.org/10.3905/jod.2008.702506
- Editor's LetterStephen FiglewskiThe Journal of Derivatives February 2008, 15 (3) 5-6; DOI: https://doi.org/10.3905/jod.2008.702508
- Ratio SpreadsJ. Scott Chaput and Louis H. EderingtonThe Journal of Derivatives February 2008, 15 (3) 41-57; DOI: https://doi.org/10.3905/jod.2008.702505
- A Generalized Single Common Factor Model of Portfolio Credit RiskPaul H. KupiecThe Journal of Derivatives February 2008, 15 (3) 25-40; DOI: https://doi.org/10.3905/jod.2008.702504
- Four Things You Might Not Know About the Black-Scholes FormulaRolf PoulsenThe Journal of Derivatives November 2007, 15 (2) 77-81; DOI: https://doi.org/10.3905/jod.2007.699047
- Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBPCelso Brunetti and Peter M. LildholdtThe Journal of Derivatives November 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045
- Price Discovery in the U.S. Stock Options MarketYusif E. Simaan and Liuren WuThe Journal of Derivatives November 2007, 15 (2) 20-38; DOI: https://doi.org/10.3905/jod.2007.699044
- On Pricing and Hedging in the Swaption MarketRong Fan, Anurag Gupta and Peter RitchkenThe Journal of Derivatives August 2007, 15 (1) 9-33; DOI: https://doi.org/10.3905/jod.2007.694699
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