Options
- Extracting Model-Free Volatility from Option PricesGeorge J. Jiang and Yisong S. TianThe Journal of Derivatives February 2007, 14 (3) 35-60; DOI: https://doi.org/10.3905/jod.2007.681813
- Editor's LetterStephen FiglewskiThe Journal of Derivatives February 2007, 14 (3) 1-2; DOI: https://doi.org/10.3905/jod.2007.681817
- Testing the Monotonicity Property of Option PricesChristophe PérignonThe Journal of Derivatives November 2006, 14 (2) 61-76; DOI: https://doi.org/10.3905/jod.2006.667551
- Fast Pricing of Cliquet Options with Global FloorMats KjaerThe Journal of Derivatives November 2006, 14 (2) 47-60; DOI: https://doi.org/10.3905/jod.2006.667550
- On Pricing Derivatives in the Presence of Auxiliary State VariablesJunze Lin and Peter RitchkenThe Journal of Derivatives November 2006, 14 (2) 29-46; DOI: https://doi.org/10.3905/jod.2006.667549
- Editor's LetterThe Journal of Derivatives November 2006, 14 (2) 1-2; DOI: https://doi.org/10.3905/jod.2006.667548
- A Matrix-Based Lattice Model to Value Employee Stock OptionsMukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay UnniThe Journal of Derivatives August 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
- Where Should You Buy Your Options? The Pricing of Exchange-Traded Certificates and OTC Derivatives in GermanyMatthias MuckThe Journal of Derivatives August 2006, 14 (1) 82-96; DOI: https://doi.org/10.3905/jod.2006.650200
- Barrier Options on Spot LIBOR Rates under Multi–Factor Gaussian HJM ModelsJoão Pedro Vidal NunesThe Journal of Derivatives August 2006, 14 (1) 61-81; DOI: https://doi.org/10.3905/jod.2006.650199
- Credit Spread Option Valuation under GARCHNabil TahaniThe Journal of Derivatives August 2006, 14 (1) 27-39; DOI: https://doi.org/10.3905/jod.2006.650197
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