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An alternative option to portfolio rebalancing
Israelov, Roni; Tummala, Harsha - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
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A guide to volatility and variance swaps
Demeterfi, Kresimir (contributor) - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 9-32
Persistent link: https://www.econbiz.de/10001432447
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Covered call writing from an exptected utility perspective
Rendleman, Richard J. - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 63-75
Persistent link: https://www.econbiz.de/10001581201
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Correlation, smile, volatility skew, and systematic risk sensitivity of tranches
Hamerle, Alfred; Igl, Andreas; Plank, Kilian - In: The journal of derivatives : the official publication … 19 (2012) 3, pp. 9-27
Persistent link: https://www.econbiz.de/10009671109
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Interest rates and credit spread dynamics
Neal, Robert S.; Rolph, Douglas; Dupoyet, Brice; Jiang, … - In: The journal of derivatives : the official publication … 23 (2015) 1, pp. 25-39
Persistent link: https://www.econbiz.de/10011399798
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The valuation of market-leveraged stock units
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 85-90
Persistent link: https://www.econbiz.de/10010387684
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A new model for pricing collateralized financial derivatives
Xiao, Tim - In: The journal of derivatives : the official publication … 24 (2017) 4, pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
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Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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A simple closed-form formula for pricing basket options
Kan, Kin Hung - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
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A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio; Staino, Alessandro - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10011968670