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- Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives November 2020, jod.2020.1.124; DOI: https://doi.org/10.3905/jod.2020.1.124
- Universal Arbitrage-Free Estimation of State Price DensityQi Hu and David NewtonThe Journal of Derivatives November 2020, jod.2020.1.123; DOI: https://doi.org/10.3905/jod.2020.1.123
- Optimal Volatility Dependent Derivatives in the Stochastic Volatility ModelArtem Dyachenko and Marc Oliver RiegerThe Journal of Derivatives November 2020, jod.2020.1.122; DOI: https://doi.org/10.3905/jod.2020.1.122
- How Rational Are the Option Prices of Hong Kong Dollar Exchange Rate?Samuel Drapeau, Tan Wang and Tao WangThe Journal of Derivatives November 2020, jod.2020.1.120; DOI: https://doi.org/10.3905/jod.2020.1.120
- Can the Improved CMBO Strategies Beat the CMBO Index?Wei-Han Liu and Jow-Ran ChangThe Journal of Derivatives November 2020, jod.2020.1.121; DOI: https://doi.org/10.3905/jod.2020.1.121
- Analytical Valuation of Exotic Double Barrier OptionsJui-Jane Chang, Hui-Ming Pai and Ting-Pin WuThe Journal of Derivatives November 2020, jod.2020.1.118; DOI: https://doi.org/10.3905/jod.2020.1.118
- Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain ApproximationZhenyu Cui and Stephen TaylorThe Journal of Derivatives November 2020, jod.2020.1.116; DOI: https://doi.org/10.3905/jod.2020.1.116
- A Bivariate Lattice Model to Compute Risk Measures in Life Insurance PoliciesMassimo CostabileThe Journal of Derivatives November 2020, jod.2020.1.117; DOI: https://doi.org/10.3905/jod.2020.1.117
- The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term BillsDavid BlitzThe Journal of Portfolio Management August 2020, 46 (8) 120-132; DOI: https://doi.org/10.3905/jpm.2020.1.166
- Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine LearningAlireza YazdaniThe Journal of Financial Data Science July 2020, 2 (3) 73-85; DOI: https://doi.org/10.3905/jfds.2020.1.037
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