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- A Derivatives Pricing Model with Non-Cash CollateralizationKazuhiro TakinoThe Journal of Derivatives August 2021, 29 (1) 123-138; DOI: https://doi.org/10.3905/jod.2020.1.126
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives August 2021, 29 (1) 1-3; DOI: https://doi.org/10.3905/jod.2021.29.1.001
- Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives February 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
- 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
- Bias Correction for Bond Option Greeks via JackknifeJinyu Zhang, Kang Gao and Yong LiThe Journal of Derivatives May 2021, 28 (4) 45-63; DOI: https://doi.org/10.3905/jod.2021.1.129
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