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008			180412c19969999nyutx pso 0 a0eng c
010			_a 2004233221
016	7		_a2004343-0 _2DE-600
022			_a1573-7144 _l1380-6645 _2j
035			_a(OCoLC)ocm41977963
037			_bKluwer Academic Publishers, Spuiboulevard 50, P.O. Box 17, 3300 AA Dordrecht, The Netherlands
040			_aF#A _beng _cF#A _dOCLCQ _dGUA _dOCLCQ _dDLC _dU9S _dGUA _dOCLCQ _dOCLCO _dOCLCQ _dMYG _dOCLCF _dOCLCQ _dVT2 _dDLC _dSFB _dCNMTR _dUEJ _dOCLCQ _dUBY _dOCLCQ _dIOY
042			_apcc
050	0	0	_aHG6024.A3
082	0	4	_a332.632
130	0		_aReview of derivatives research (Online)
210	1		_aRev. deriv. res. _b(Dordr., Online)
222		0	_aReview of derivatives research _b(Dordrecht. Online)
245	1	0	_aReview of derivatives research.
260			_aNew York, NY : _bKluwer Academic Publishers
260	3		_3<2005>- : _a[New York] : _bSpringer US
310			_aThree issues a year
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
362	1		_aPrint began with vol. 1, no. 1 (1996).
505			_a(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
505			_a(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
505			_a(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
515			_aNot published in 1997.
538			_aMode of access: World Wide Web.
588	0		_aVol. 3, issue 1 (1999); title from contents screen (publisher's Web site, viewed Feb. 18, 2004).
588	1		_aVol. 22, issue 3 (Oct. 2019) (SpringerLink website, viewed Oct. 8, 2019).
650		0	_aDerivative securities _vPeriodicals.
650		6	_aInstruments dérivés (Finances) _xPériodiques.
650		7	_aDerivative securities. _2fast _0(OCoLC)fst00891019
653	1		_aFutures markets
655		0	_aElectronic journals.
655		7	_aPeriodicals. _2fast _0(OCoLC)fst01411641
655		7	_aPeriodicals. _2lcgft
776	0	8	_iPrint version: _tReview of derivatives research _x1380-6645 _w(OCoLC)34987225
856			_uhttps://link.springer.com/journal/11147/volumes-and-issues
906			_a7 _bcbc _csercoop _d2 _encip _f20 _gn-oclcserc
942			_2lcc _cONLINE
999			_c38768 _d38768