Review of derivatives research. 

 - New York, NY :  Kluwer Academic Publishers [New York] :  Springer US 
 - Three issues a year 
 - Print began with vol. 1, no. 1 (1996). 
<br/><br/>(Volume 27, issue 1)<br/>•	Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle<br/>•	Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility<br/>•	Pricing levered warrants under the CEV diffusion model<br/>•	Martingale defects in the volatility surface and bubble conditions in the underlying<br/> (Volume 26, issue 2-3)<br/>•	Implied volatility surfaces: a comprehensive analysis using half a billion option prices<br/>•	Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model<br/><br/> (Volume 26, issue 1)<br/>•	Interest rate swaps: a comparison of compounded daily versus discrete reference rates<br/>•	Pricing vulnerable basket spread options with liquidity risk<br/>•	Continuity correction: on the pricing of discrete double barrier options<br/>•	Hedging cryptocurrency options<br/><br/> 
<br/><br/>Not published in 1997. 
<br/><br/><br/>Mode of access: World Wide Web. 
<br/><br/><label>ISSN: </label>1573-7144 
 = Review of derivatives research  (Dordrecht. Online) 
 = Rev. deriv. res.  (Dordr., Online) 
<br/><br/><label>Source: </label> Kluwer Academic Publishers, Spuiboulevard 50, P.O. Box 17, 3300 AA Dordrecht, The Netherlands 
<br/><br/><label>LCCN: </label>2004233221 
<br/><br/><label>Nat. Bib. Agency Control No.: </label>2004343-0  DE-600 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities--Periodicals.<br/>Instruments dérivés (Finances)--Périodiques.<br/>Derivative securities.
<br/><br/><label>Subjects--Index Terms: </label>Futures markets 
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic journals.<br/>Periodicals.<br/>Periodicals.
<br/><br/><label>LC Class. No.: </label>HG6024.A3 
<br/><br/><label>Dewey Class. No.: </label>332.632