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- Properties of the Chooser Flexible CapMasamtsu Ohnishi and Yasuhiro TambaThe Journal of Derivatives August 2007, 15 (1) 86-102; DOI: https://doi.org/10.3905/jod.2007.694795
- Do Lead-Lag Effects Affect Derivative Pricing?Olaf Korn and Marliese Uhrig-HomburgThe Journal of Derivatives August 2007, 15 (1) 34-51; DOI: https://doi.org/10.3905/jod.2007.694701
- Transitional Densities of Diffusion ProcessesA.S. Hurn, J.I. Jeisman and K.A. LindsayThe Journal of Derivatives May 2007, 14 (4) 86-94; DOI: https://doi.org/10.3905/jod.2007.686424
- A Closed Form Approach to the Valuation and Hedging of Basket and Spread OptionSvetlana Borovkova, Ferry J. Permana and Hans V.D. WeideThe Journal of Derivatives May 2007, 14 (4) 8-24; DOI: https://doi.org/10.3905/jod.2007.686420
- An Algorithm for Simulating Bermudan Option Prices on Simulated Asset PricesBrian Norsk Huge and Niels Rom–PoulsenThe Journal of Derivatives May 2007, 14 (4) 64-86; DOI: https://doi.org/10.3905/jod.2007.686423
- Calibration Risk for Exotic OptionsK. Detlefsen and Wolfgang K. HärdleThe Journal of Derivatives May 2007, 14 (4) 47-63; DOI: https://doi.org/10.3905/jod.2007.686422
- A Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default RiskDonald R. Chambers and Qin LuThe Journal of Derivatives May 2007, 14 (4) 25-46; DOI: https://doi.org/10.3905/jod.2007.686421
- Editor's LetterThe Journal of Derivatives May 2007, 14 (4) 1-2; DOI: https://doi.org/10.3905/jod.2007.686425
- Higher Order GreeksLouis H. Ederington and Wei GuanThe Journal of Derivatives February 2007, 14 (3) 7-34; DOI: https://doi.org/10.3905/jod.2007.681812
- Pricing and Hedging of Contingent Credit LinesElena Loukoianova, Salih N Neftci and Sunil SharmaThe Journal of Derivatives February 2007, 14 (3) 61-80; DOI: https://doi.org/10.3905/jod.2007.681814
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