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Volume 9; Issue 3
Main
The Journal of Derivatives
Volume 9; Issue 3
The Journal of Derivatives
Volume 9; Issue 3
1
European Option Pricing with Discrete Stochastic Dividends
Chance, Don M
,
Kumar, Raman
,
Rich, Don R
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 155 KB
Your tags:
english, 2002
2
Long-Memory versus Option-Implied Volatility Predictions
Li, Kai
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 1.26 MB
Your tags:
english, 2002
3
Competing Methods for Option Hedging in the Presence of Transaction Costs
Martellini, Lionel
,
Priaulet, Philippe
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 544 KB
Your tags:
english, 2002
4
What Exactly Does Credit VaR Measure?
Kupiec, Paul H
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 594 KB
Your tags:
english, 2002
5
Synthetic CDOs
Goodman, Laurie S
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 339 KB
Your tags:
english, 2002
6
Synthetic Collateralized Loan Obligations
Stone, Charles A
,
Zissu, Anne
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 255 KB
Your tags:
english, 2002
7
Editor's Letter
Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 35 KB
Your tags:
english, 2002
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