International Journal of Financial Markets and Derivatives

2016 Vol. 5 No. 2/3/4

Pages	Title and authors
97-110	Compound option pricing under stochastic volatility Arturo Leccadito; Emilio Russo DOI: 10.1504/IJFMD.2016.10002615
111-127	Hedging derivative securities with volatility futures Nelson Yap; Kian-Guan Lim; Yibao Zhao DOI: 10.1504/IJFMD.2016.10002616
128-139	Tax motivated derivative structures with 'sweet spot' payoffs Steven C. Mann; Mauricio Rodriguez DOI: 10.1504/IJFMD.2016.10002618
140-153	Catching the elusive herder: a second look at herding in heterogeneous samples Alexander Munson; Han Yan DOI: 10.1504/IJFMD.2016.10002619
154-188	On the relative performance of consumption models in foreign and domestic markets Paulo Matos; Carlor E. Da Costa DOI: 10.1504/IJFMD.2016.10002626
189-211	Discrete-time stochastic volatility process in option pricing: a generalisation of the Amin-Ng and the Black-Scholes models Anna Pajor DOI: 10.1504/IJFMD.2016.081699
212-224	A robust method to retrieve option implied risk neutral densities for defaultable assets Guillaume Leduc; Greg Orosi DOI: 10.1504/IJFMD.2016.081704