Volume 12; Issue 3

The Journal of Derivatives

Volume 12; Issue 3
1

Vertical Spread Design

Chaput, J. Scott, Ederington, Louis H
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 619 KB
english, 2005
2

Executive Stock and Option Valuation in a Two State-Variable Framework

Cai, Jie, Vijth, Anand M
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 497 KB
english, 2005
3

Box Spread Strategies and Arbitrage Opportunities

Benzion, Uri, Anan, Shmuel D, Yagil, Joseph
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 1.86 MB
english, 2005
4

Static Hedging of Asian Options under Lévy Models

Albrecher, Hansjörg, Dhaene, Jan, Goovaerts, Marc, Schoutens, Wim
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 284 KB
english, 2005
5

Editor's Letter

Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 35 KB
english, 2005