Recent Articles
Below is a list of the most recent articles published. These include articles from the Journal of
Wealth Management Published on July 24th 2008. To view abstracts and articles from our entire archive use our advanced search feature.
A Fully Coupled Solution Algorithm for Pricing Options with Complex Barrier Structures

Fall 2010, Vol. 18, No. 1: pp. 9–17DOI: 10.3905/jod.2010.18.1.009Abstract | Full Text | PDF | Buy Article
Fast Analytic Option Valuation with GARCH

Fall 2010, Vol. 18, No. 1: pp. 18–38DOI: 10.3905/jod.2010.18.1.018Abstract | Full Text | PDF | Buy Article
Fall 2010, Vol. 18, No. 1: pp. 39–58DOI: 10.3905/jod.2010.18.1.039Abstract | Full Text | PDF | Buy Article
Fall 2010, Vol. 18, No. 1: pp. 59–79DOI: 10.3905/jod.2010.18.1.059Abstract | Full Text | PDF | Buy Article
Fall 2010, Vol. 18, No. 1: pp. 80–89DOI: 10.3905/jod.2010.18.1.080Abstract | Full Text | PDF | Buy Article
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Within Last 30 Days | Last 12 Months | Overall
- The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing (47)
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- Structural Default Modeling: A Lattice-Based Approach (24)
- Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of the Subprime Crisis (24)
- A Simple Approach to Pricing American Options Under the Heston Stochastic Volatility Model (21)
- Techniques for Verifying the Accuracy of Risk Measurement Models (29)
- An Overview of Value at Risk (21)
- Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation (18)
- Derivatives on Market Volatility (13)
- A Guide to Volatility and Variance Swaps (12)
- Option-Implied Risk-Neutral Distributions and Implied Binomial Trees (11)
- Optimal Derivative Strategies with Discrete Rebalancing: The ...Full Article. Subscribe Now. The Journal of Derivatives Winter 2008, Vol. 16, No. 2. Optimal Derivative Strategies with Discrete Rebalancing.…
- Barrier Option Pricing Using Adjusted Transition Probabilities ...The Journal of Derivatives, Vol. 10, No. 4 (2003), pp. 9–31.Abstract; Figlewski, S.,Gao. B. “The Adaptive Mesh Model: A New…
- Implied Correlations: Smiles or Smirks?: The Journal of DerivativesDeveloping a pricing model for CDOs that can actually be implemented is a very challenging problem. In a credit portfolio…
- Hedge Fund News: Hedge Fund Provider Appoints Risk Specialist as ...He currently serves as an associate editor of Mathematical Finance, the International Journal of Theoretical and Applied Finance and the…
- The Impact of Jump Dynamics on the Predictive Power of Option ...Journal of Derivatives, 7 (1999), pp. 66–82.Abstract; Jondeau, E.M. Rockinger. “Reading the Smile: The Message Conveyed by Methods which Infer…


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