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- Universal Arbitrage-Free Estimation of State Price DensityQi Hu and David NewtonThe Journal of Derivatives February 2021, 28 (3) 35-59; DOI: https://doi.org/10.3905/jod.2020.1.123
- Can the Improved CMBO Strategies Beat the CMBO Index?Wei-Han Liu and Jow-Ran ChangThe Journal of Derivatives February 2021, 28 (3) 163-183; DOI: https://doi.org/10.3905/jod.2020.1.121
- How Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?Samuel Drapeau, Tan Wang and Tao WangThe Journal of Derivatives February 2021, 28 (3) 140-161; DOI: https://doi.org/10.3905/jod.2020.1.120
- Analytical Valuation of Exotic Double Barrier OptionsJui-Jane Chang, Hui-Ming Pai and Ting-Pin WuThe Journal of Derivatives February 2021, 28 (3) 97-122; DOI: https://doi.org/10.3905/jod.2020.1.118
- A Bivariate Lattice Model to Compute Risk Measures in Life Insurance PoliciesMassimo CostabileThe Journal of Derivatives February 2021, 28 (3) 123-139; DOI: https://doi.org/10.3905/jod.2020.1.117
- Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain ApproximationZhenyu Cui and Stephen TaylorThe Journal of Derivatives February 2021, 28 (3) 8-33; DOI: https://doi.org/10.3905/jod.2020.1.116
- Implied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives May 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
- Deep Hedging of Derivatives Using Reinforcement LearningJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science January 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
- Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures TradingTrent Spears, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science January 2021, 3 (1) 57-73; DOI: https://doi.org/10.3905/jfds.2020.1.049
- 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
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