TY  - SER
TI  - Review of derivatives research
SN  - 1573-7144
AV  - HG6024.A3 
U1  - 332.632 
CY  - New York, NY
PB  - Kluwer Academic Publishers
KW  - Derivative securities
KW  - Periodicals
KW  - Instruments dérivés (Finances)
KW  - Périodiques
KW  - fast
KW  - Futures markets
KW  - Electronic journals
KW  - lcgft
N1  - (Volume 27, issue 1)
•	Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle
•	Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility
•	Pricing levered warrants under the CEV diffusion model
•	Martingale defects in the volatility surface and bubble conditions in the underlying
; (Volume 26, issue 2-3)
•	Implied volatility surfaces: a comprehensive analysis using half a billion option prices
•	Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model

; (Volume 26, issue 1)
•	Interest rate swaps: a comparison of compounded daily versus discrete reference rates
•	Pricing vulnerable basket spread options with liquidity risk
•	Continuity correction: on the pricing of discrete double barrier options
•	Hedging cryptocurrency options

; Not published in 1997
UR  - https://link.springer.com/journal/11147/volumes-and-issues
ER  -