Other
- Barrier Caps and Floors under the LIBOR Market Model with Double Exponential JumpsJui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin WuThe Journal of Derivatives May 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
- A Fixed-Income Market View of Mortgage REIT ValuationsLaurent GauthierThe Journal of Fixed Income March 2014, 23 (4) 6-17; DOI: https://doi.org/10.3905/jfi.2014.23.4.006
- Implied Remaining Variance in Derivative PricingPeter Carr and Jian SunThe Journal of Fixed Income March 2014, 23 (4) 19-32; DOI: https://doi.org/10.3905/jfi.2014.23.4.019
- Structured Product–Based Variable Annuities: A New (and Complex) Retirement Savings VehicleGeng Deng, Tim Dulaney, Tim Husson and Craig McCannThe Journal of Retirement January 2014, 1 (3) 97-111; DOI: https://doi.org/10.3905/jor.2014.1.3.097
- Pricing Options with Non-Standard Barrier MechanismsJasper Anderluh and Ludolf MeesterThe Journal of Derivatives November 2013, 21 (2) 75-88; DOI: https://doi.org/10.3905/jod.2013.21.2.075
- Collateralized Commodity Obligations:
Modeling and Risk AssessmentSvetlana Borovkova, Hidde Bunk, Willem-Jan de Goeij, Dimitar Mechev and Dirk VeldhuizenThe Journal of Alternative Investments September 2013, 16 (2) 9-29; DOI: https://doi.org/10.3905/jai.2013.16.2.009 - Hedge Effectiveness Testing RevisitedIra G. Kawaller and Paul D. KochThe Journal of Derivatives August 2013, 21 (1) 83-94; DOI: https://doi.org/10.3905/jod.2013.21.1.083
- The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial FirmsChristos Giannikos, Hany Guirguis and Michael SuenThe Journal of Derivatives August 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027
- Synthetic Real Return BondsJacques A. SchnabelThe Journal of Structured Finance July 2013, 19 (2) 59-63; DOI: https://doi.org/10.3905/jsf.2013.19.2.059
- Prediction of Hidden Liquidity in the
Limit Order Book of GLOBEX FuturesHugh L. Christensen and Robert WoodmanseyThe Journal of Trading June 2013, 8 (3) 68-95; DOI: https://doi.org/10.3905/jot.2013.8.3.068
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