Options
- Power Options in Executive CompensationCarole Bernard, Phelim Boyle and Jit Seng ChenThe Journal of Derivatives February 2016, 23 (3) 9-20; DOI: https://doi.org/10.3905/jod.2016.23.3.009
- The Implied Convexity of VIX FuturesRobert T. Daigler, Brice Dupoyet and Fernando M. PattersonThe Journal of Derivatives February 2016, 23 (3) 73-90; DOI: https://doi.org/10.3905/jod.2016.23.3.073
- The Fallacy of Fully Dividend-Protected Stock Options and Convertible BondsPaul ZimmermannThe Journal of Derivatives February 2016, 23 (3) 61-72; DOI: https://doi.org/10.3905/jod.2016.23.3.061
- Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?Thorsten Lehnert, Yuehao Lin and Nicolas MartelinThe Journal of Derivatives February 2016, 23 (3) 22-35; DOI: https://doi.org/10.3905/jod.2016.23.3.022
- Improving the Outlook for a Successful Retirement: A Case for Using Downside HedgingHarlow W.V. and Keith C. BrownThe Journal of Retirement January 2016, 3 (3) 35-50; DOI: https://doi.org/10.3905/jor.2016.3.3.035
- Financial Hedges in Merchant Power Project FinanceJames Guidera and Shirin JamshidiThe Journal of Structured Finance January 2016, 21 (4) 65-73; DOI: https://doi.org/10.3905/jsf.2016.21.4.065
- The Effect of Default and Conversion Options on Bond DurationSana HorchaniThe Journal of Fixed Income December 2015, 25 (3) 26-35; DOI: https://doi.org/10.3905/jfi.2016.25.3.026
- Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?Yifan Yang, Frank J. Fabozzi and Michele Leonardo BianchiThe Journal of Derivatives November 2015, 23 (2) 76-89; DOI: https://doi.org/10.3905/jod.2015.23.2.076
- The Role of Retail and Institutional Traders in Options MarketsElvis Jarnecic, Kevin Liu and George IssaThe Journal of Derivatives November 2015, 23 (2) 62-75; DOI: https://doi.org/10.3905/jod.2015.23.2.062
- Pricing Bounds on Quanto OptionsYukihiro TsuzukiThe Journal of Derivatives November 2015, 23 (2) 53-61; DOI: https://doi.org/10.3905/jod.2015.23.2.053
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