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- Exact Replication of the Best Rebalancing Rule in HindsightAlex GarivaltisThe Journal of Derivatives May 2019, 26 (4) 35-53; DOI: https://doi.org/10.3905/jod.2019.26.4.035
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives February 2020, 27 (3) 1-2; DOI: https://doi.org/10.3905/jod.2020.27.3.001
- Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate RegimesPoh Ling Neo and Chyng Wen TeeThe Journal of Derivatives November 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083
- Remembering Mark RubinsteinMenachem Brenner, Emanuel Derman, Robert Jarrow and Eric ReinerThe Journal of Derivatives August 2019, 27 (1) 8-13; DOI: https://doi.org/10.3905/jod.2019.1.082
- Towards a General Local Volatility Model for All Asset ClassesDariusz Gatarek and Juliusz JabłeckiThe Journal of Derivatives August 2019, 27 (1) 14-31; DOI: https://doi.org/10.3905/jod.2019.1.079
- Evolution of Real Estate Derivatives and Their PricingFrank J. Fabozzi, Robert J. Shiller and Radu S. TunaruThe Journal of Derivatives February 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
- The Determinants of CoCo Bond PricesSara Abed Masror Khah, Theo Vermaelen and Christian C. P. WolffThe Journal of Derivatives February 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
- Pricing Bermudan Variance Swaptions Using Multinomial TreesHonglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe Journal of Derivatives February 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022
- Remembering Peter Christoffersen (1967–2018)Bo Young Chang, Kris Jacobs, Chayawat Ornthanalai and Stephen FiglewskiThe Journal of Derivatives August 2018, 26 (1) 109-111; DOI: https://doi.org/10.3905/jod.2018.26.1.109
- Implied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives May 2018, jod.2018.1.065; DOI: https://doi.org/10.3905/jod.2018.1.065
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