Other
- Pricing American Options in the Heston Model:
A Close Look at Incorporating CorrelationPeter Ruckdeschel, Tilman Sayer and Alexander SzimayerThe Journal of Derivatives February 2013, 20 (3) 9-29; DOI: https://doi.org/10.3905/jod.2013.20.3.009 - Editor’s LetterStephen FiglewskiThe Journal of Derivatives November 2012, 20 (2) 1-3; DOI: https://doi.org/10.3905/jod.2012.20.2.001
- Ratings Arbitrage and Structured ProductsJohn Hull and Alan WhiteThe Journal of Derivatives August 2012, 20 (1) 80-86; DOI: https://doi.org/10.3905/jod.2012.20.1.080
- Apologia Pro Vita SuaEmanuel DermanThe Journal of Derivatives August 2012, 20 (1) 35-37; DOI: https://doi.org/10.3905/jod.2012.20.1.035
- Detecting Asset Price BubblesRobert JarrowThe Journal of Derivatives August 2012, 20 (1) 30-34; DOI: https://doi.org/10.3905/jod.2012.20.1.030
- CCPs: Their Risks, and How They Can Be ReducedJohn HullThe Journal of Derivatives August 2012, 20 (1) 26-29; DOI: https://doi.org/10.3905/jod.2012.20.1.026
- Regulatory Principles for the Financial SystemThomas Ho, Miguel Palacios and Hans StollThe Journal of Derivatives August 2012, 20 (1) 19-37; DOI: https://doi.org/10.3905/jod.2012.20.1.019
- The Foundation for Enduring Derivative Markets: Liquidity, Transparency, and CapacityJoanne M. HillThe Journal of Derivatives August 2012, 20 (1) 14-18; DOI: https://doi.org/10.3905/jod.2012.20.1.014
- Is the Derivatives Business Too Big?Alan WhiteThe Journal of Derivatives August 2012, 20 (1) 11-13; DOI: https://doi.org/10.3905/jod.2012.20.1.011
- Correlation Smile, Volatility Skew, and Systematic Risk Sensitivity of TranchesAlfred Hamerle, Andreas Igl and Kilian PlankThe Journal of Derivatives February 2012, 19 (3) 8-27; DOI: https://doi.org/10.3905/jod.2012.19.3.008
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