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  • Improving the Outlook for a Successful Retirement: A Case for Using Downside Hedging
    Harlow W.V. and Keith C. Brown
    The Journal of Retirement January 2016, 3 (3) 35-50; DOI: https://doi.org/10.3905/jor.2016.3.3.035
  • Individuals Approaching Retirement Have Options (Literally) to Secure a Comfortable Retirement
    Bryan Foltice
    The Journal of Retirement April 2015, 2 (4) 38-53; DOI: https://doi.org/10.3905/jor.2015.2.4.038
  • Valuation of Callable/Putable Corporate Bonds in a One-Factor Lognormal Interest-Rate Model
    Robert S. Goldberg, Ehud I. Ronn and Liying Xu
    The Journal of Fixed Income June 2021, 31 (1) 80-95; DOI: https://doi.org/10.3905/jfi.2021.1.111
  • Mortgage Option Deltas
    Michael Landrigan and Danny Sun
    The Journal of Fixed Income December 2013, 23 (3) 5-14; DOI: https://doi.org/10.3905/jfi.2013.23.3.005
  • Corporate Retail Notes: A Good Alternative
    for Individual Investors?
    Igor Kozhanov and Joseph P. Ogden
    The Journal of Fixed Income September 2013, 23 (2) 82-97; DOI: https://doi.org/10.3905/jfi.2013.23.2.082
  • Interest Rate Future Quality Options and Negative Interest Rates
    Alejandro Balbás and Ricardo Laborda
    The Journal of Fixed Income June 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061
  • Pricing Coupon Bond Options and Swaptions under the
    Two-Factor Hull-White Model
    Vincenzo Russo and Frank J. Fabozzi
    The Journal of Fixed Income September 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030
  • A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance
    Shengguang Qian, S. Lakshmivarahan and Duane Stock
    The Journal of Fixed Income December 2016, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033
  • Implied Remaining Variance with Application to Bachelier Model
    Jian Sun, Qiankun Niu, Shinan Cao and Peter Carr
    The Journal of Fixed Income September 2016, 26 (2) 78-95; DOI: https://doi.org/10.3905/jfi.2016.26.2.078
  • Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads
    Alexander N. Bogin, Nataliya Polkovnichenko and William M. Doerner
    The Journal of Fixed Income September 2016, 26 (2) 5-15; DOI: https://doi.org/10.3905/jfi.2016.26.2.005

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