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Volume 18; Issue 3
Main
The Journal of Derivatives
Volume 18; Issue 3
The Journal of Derivatives
Volume 18; Issue 3
1
Extracting Risk-Neutral Density and Its Moments from American Option Prices
Tian, Yisong S
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 1.09 MB
Your tags:
english, 2011
2
The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing
Markose, Sheri
,
Alentorn, Amadeo
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 2.46 MB
Your tags:
english, 2011
3
Accelerating the Calibration of Stochastic Volatility Models
Kilin, Fiodar
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 354 KB
Your tags:
english, 2011
4
Force-Fitting CDS Spreads to CDS Index Swaps
O’Kane, Dominic
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 1.03 MB
Your tags:
english, 2011
5
Valuation of Long-Term Flexible Gas Contracts
Holden, Lars
,
Løland, Anders
,
Lindqvist, Ola
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 428 KB
Your tags:
english, 2011
6
Editor’s Letter
Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2011
Language:
english
File:
PDF, 54 KB
Your tags:
english, 2011
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