Review of Derivatives Research
- Gurdip Bakshi,
- Wim Schoutens
Latest articles
Pricing and hedging autocallable products by markov chain approximation.
- Gongqiu Zhang
The interaction between equity-based compensation and debt in managerial risk choices
- Carlos Miguel Glória
- José Carlos Dias
- João Pedro Vidal Nunes
An affine model for short rates when monetary policy is path dependent
- Haitham A. Al-Zoubi
A two-factor structural model for valuing corporate securities
- Malek Ben-Abdellatif
- Hatem Ben-Ameur
- Bruno Rémillard
Simple is simply not enough—features versus labels of complex financial securities
- Martin Hibbeln
- Werner Osterkamp
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After their papers are accepted to the Review , authors can choose to facilitate Open Access to their research via Open Choice. Click to read our OA papers in full .
On weather-based derivatives
Rainfall, temperature, humidity, snowfall, & wind underlie "weather-based derivatives," now actively traded in only one venue (the Chicago Mercantile Exchange). New research draws data from the rain in Spain. Click the heading to preview/download!
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