Other
- Pricing Variance, Gamma, and Corridor Swaps Using Multinomial TreesHonglei Zhao, Zhe Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe Journal of Derivatives November 2017, 25 (2) 7-21; DOI: https://doi.org/10.3905/jod.2017.25.2.007
- Reinsurance or CAT Bond? How to Optimally Combine BothDenis-Alexandre Trottier and Van Son LaiThe Journal of Fixed Income September 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065
- Commercial Real Estate Derivatives: The End or the Beginning?Radu Tunaru and Frank J. FabozziThe Journal of Portfolio Management September 2017, 43 (6) 179-186; DOI: https://doi.org/10.3905/jpm.2017.43.6.179
- Conic Option PricingDilip B. Madan and Wim SchoutensThe Journal of Derivatives August 2017, 25 (1) 10-36; DOI: https://doi.org/10.3905/jod.2017.25.1.010
- Pricing an Accumulator with Continuous or Discrete BarrierLing Xin, Philip L.H. Yu and Kin LamThe Journal of Derivatives May 2017, 24 (4) 93-107; DOI: https://doi.org/10.3905/jod.2017.24.4.093
- Calibrating Short Interest Rate Models in Negative Rate EnvironmentsVincenzo Russo and Frank J. FabozziThe Journal of Derivatives May 2017, 24 (4) 80-92; DOI: https://doi.org/10.3905/jod.2017.24.4.080
- Potential Legal and Regulatory Issues Affecting the Securitization Industry in 2017Patrick DolanThe Journal of Structured Finance April 2017, 23 (1) 72-78; DOI: https://doi.org/10.3905/jsf.2017.23.1.072
- Dividend Swaps and Dividend Futures: State of PlayScott Mixon and Esen OnurThe Journal of Alternative Investments December 2016, 19 (3) 27-39; DOI: https://doi.org/10.3905/jai.2017.19.3.027
- Directional Trading across Stock Limit Order Book and Options MarketsQin WangThe Journal of Derivatives November 2016, 24 (2) 88-97; DOI: https://doi.org/10.3905/jod.2016.24.2.088
- Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNsJedrzej Bialkowski, Huong Dieu Dang and Xiaopeng WeiThe Journal of Derivatives November 2016, 24 (2) 31-47; DOI: https://doi.org/10.3905/jod.2016.24.2.031
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