Other
- Option Pricing with Greed and Fear Factor: The Rational Finance ApproachAbootaleb Shirvani, Frank J. Fabozzi, Boryana Racheva-Iotova and Svetlozar T. RachevThe Journal of Derivatives November 2021, 29 (2) 77-119; DOI: https://doi.org/10.3905/jod.2021.1.138
- A Model-Free Fourier Cosine Method for Estimating the Risk-Neutral DensityZhenyu Cui and Zixiao YuThe Journal of Derivatives November 2021, 29 (2) 149-171; DOI: https://doi.org/10.3905/jod.2021.1.137
- Pricing of Adverse Development Covers Using Option Pricing MethodsEric Dal MoroThe Journal of Derivatives November 2021, 29 (2) 61-76; DOI: https://doi.org/10.3905/jod.2021.1.136
- Cover’s Rebalancing Option with Discrete Hindsight OptimizationAlex GarivaltisThe Journal of Derivatives November 2021, 29 (2) 8-29; DOI: https://doi.org/10.3905/jod.2021.1.135
- Testing and Mapping an Empirical Exercise Boundary for the American Put OptionJoseph M. PimbleyThe Journal of Derivatives August 2021, 29 (1) 139-147; DOI: https://doi.org/10.3905/jod.2021.1.134
- Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck ProcessPeter Carr and Andrey ItkinThe Journal of Derivatives August 2021, 29 (1) 9-26; DOI: https://doi.org/10.3905/jod.2021.1.133
- Pricing and Hedging Options on Assets with Options on Related AssetsDilip B. Madan and King WangThe Journal of Derivatives August 2021, 29 (1) 27-47; DOI: https://doi.org/10.3905/jod.2021.1.132
- Price Discovery in a New Futures Market: Micro E-Mini Index FuturesAthanasios P. FassasThe Journal of Derivatives August 2021, 29 (1) 70-94; DOI: https://doi.org/10.3905/jod.2021.1.131
- Evergreen Trees: The Likelihood Ratio Method for Binomial and Trinomial TreesTom P. DavisThe Journal of Derivatives August 2021, 29 (1) 49-69; DOI: https://doi.org/10.3905/jod.2021.1.130
- An Arbitrage-Free Real-World Model for Fractional Option PricesHolger FinkThe Journal of Derivatives August 2021, 29 (1) 95-121; DOI: https://doi.org/10.3905/jod.2021.1.128
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