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- PERSPECTIVES: Seeking Sustainability in American Public Employee Pension SystemsClive Lipshitz and Ingo WalterThe Journal of Portfolio Management October 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
- Deep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science October 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
- European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science October 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science October 2020, 2 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.4.001
- The Free Boundary for the American Put OptionThomas LittleThe Journal of Derivatives November 2020, 28 (2) 9-21; DOI: https://doi.org/10.3905/jod.2020.1.114
- Risk Metrics Evaluation for Variable Annuities with Various Guaranteed BenefitsBing Dong, Jindong Wang and Wei XuThe Journal of Derivatives November 2020, 28 (2) 59-79; DOI: https://doi.org/10.3905/jod.2020.1.109
- Information Content of Options Trading Prior to Dividend InitiationsQin Emma WangThe Journal of Derivatives November 2020, 28 (2) 104-123; DOI: https://doi.org/10.3905/jod.2020.1.106
- Widening the Range of Underlyings for Derivatives Pricing with QUAD by Using Finite Difference to Calculate Transition Densities—Demonstrated for the No-Arbitrage SABR ModelHaozhe Su and David P. NewtonThe Journal of Derivatives November 2020, 28 (2) 22-46; DOI: https://doi.org/10.3905/jod.2020.1.105
- Closed-Form Solution for Defaultable Bond Options under a Two-Factor Gaussian Model for Risky Rates ModelingVincenzo Russo, Rosella Giacometti and Frank J. FabozziThe Journal of Derivatives November 2020, 28 (2) 88-103; DOI: https://doi.org/10.3905/jod.2020.1.104
- Pricing of Basket Options by Conditioning and Moment MatchingPing Wu and Hui LinThe Journal of Derivatives November 2020, 28 (2) 80-87; DOI: https://doi.org/10.3905/jod.2020.1.103
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