Options
- Method in the Madness: Bubbles, Trading, and IncentivesJamil Baz, Josh Davis, Cristian Fuenzalida and Jerry TsaiThe Journal of Portfolio Management August 2020, 46 (8) 27-33; DOI: https://doi.org/10.3905/jpm.2020.1.168
- Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR ModelsPeter Carr, Andrey Itkin and Dmitry MuraveyThe Journal of Derivatives August 2020, 28 (1) 26-50; DOI: https://doi.org/10.3905/jod.2020.1.113
- Quantum Option Pricing and Quantum FinanceSergio Focardi, Frank J. Fabozzi and Davide MazzaThe Journal of Derivatives August 2020, 28 (1) 79-98; DOI: https://doi.org/10.3905/jod.2020.1.111
- Model-Free Backward and Forward Nonlinear PDEs for Implied VolatilityPeter Carr, Andrey Itkin and Sasha StoikovThe Journal of Derivatives August 2020, 28 (1) 51-78; DOI: https://doi.org/10.3905/jod.2020.1.110
- QLBS: Q-Learner in the Black-Scholes(-Merton) WorldsIgor HalperinThe Journal of Derivatives August 2020, 28 (1) 99-122; DOI: https://doi.org/10.3905/jod.2020.1.108
- Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu DensitiesLuca Capriotti and Ruggero VaiaThe Journal of Derivatives August 2020, 28 (1) 8-25; DOI: https://doi.org/10.3905/jod.2020.1.107
- Physics and Derivatives: On Three Important Problems in Mathematical FinanceAlexander Lipton and Vadim KaushanskyThe Journal of Derivatives August 2020, 28 (1) 123-142; DOI: https://doi.org/10.3905/jod.2020.1.098
- Editor’s LetterJoseph M. PimbleyThe Journal of Derivatives August 2020, 28 (1) 1-3; DOI: https://doi.org/10.3905/jod.2020.28.1.001
- Being Right Is Not Enough: Buying Options to Bet on Higher Realized VolatilityRoni Israelov and Harsha TummalaThe Journal of Alternative Investments September 2020, 23 (2) 16-34; DOI: https://doi.org/10.3905/jai.2020.1.109
- Monetization Matters: Active Tail Risk Management and the Great Virus CrisisVineer Bhansali, Linda Chang, Jeremie Holdom and Marcy RappaportThe Journal of Portfolio Management October 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
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