Options
- Option Pricing with Greed and Fear Factor: The Rational Finance ApproachAbootaleb Shirvani, Frank J. Fabozzi, Boryana Racheva-Iotova and Svetlozar T. RachevThe Journal of Derivatives November 2021, 29 (2) 77-119; DOI: https://doi.org/10.3905/jod.2021.1.138
- A Model-Free Fourier Cosine Method for Estimating the Risk-Neutral DensityZhenyu Cui and Zixiao YuThe Journal of Derivatives November 2021, 29 (2) 149-171; DOI: https://doi.org/10.3905/jod.2021.1.137
- Pricing of Adverse Development Covers Using Option Pricing MethodsEric Dal MoroThe Journal of Derivatives November 2021, 29 (2) 61-76; DOI: https://doi.org/10.3905/jod.2021.1.136
- Cover’s Rebalancing Option with Discrete Hindsight OptimizationAlex GarivaltisThe Journal of Derivatives November 2021, 29 (2) 8-29; DOI: https://doi.org/10.3905/jod.2021.1.135
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives November 2021, 29 (2) 1-3; DOI: https://doi.org/10.3905/jod.2021.29.2.001
- Testing and Mapping an Empirical Exercise Boundary for the American Put OptionJoseph M. PimbleyThe Journal of Derivatives August 2021, 29 (1) 139-147; DOI: https://doi.org/10.3905/jod.2021.1.134
- Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck ProcessPeter Carr and Andrey ItkinThe Journal of Derivatives August 2021, 29 (1) 9-26; DOI: https://doi.org/10.3905/jod.2021.1.133
- Pricing and Hedging Options on Assets with Options on Related AssetsDilip B. Madan and King WangThe Journal of Derivatives August 2021, 29 (1) 27-47; DOI: https://doi.org/10.3905/jod.2021.1.132
- Evergreen Trees: The Likelihood Ratio Method for Binomial and Trinomial TreesTom P. DavisThe Journal of Derivatives August 2021, 29 (1) 49-69; DOI: https://doi.org/10.3905/jod.2021.1.130
- An Arbitrage-Free Real-World Model for Fractional Option PricesHolger FinkThe Journal of Derivatives August 2021, 29 (1) 95-121; DOI: https://doi.org/10.3905/jod.2021.1.128
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (97)
- Derivatives
- Options (534)
- Credit default swaps (125)
- Counterparty risk (24)
- Other (206)
- Factors, risk premia
- Factor-based models (461)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (594)
- Retirement (461)
- Social security (94)
- Pension funds (170)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (247)
- Passive strategies (142)
- Other (322)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1673)
- Portfolio management/multi-asset allocation
- Portfolio theory (667)
- Portfolio construction (1729)
- ESG investing (312)
- Manager selection (291)
- Other (272)
- Quantitative methods
- Statistical methods (1302)
- Simulations (288)
- Quantitative methods (433)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (185)
- Other real assets (97)
- Currency (159)
- Private equity (729)
- Risk management
- Credit risk management (293)
- Tail risks (152)
- Risk management (833)
- Security analysis and valuation
- Technical analysis (113)