Forthcoming Issues
Special Issue
The Future of Derivatives Research: Modeling Risk and Return Dynamics
Equivalent Expectation Measures for Risk and Return Analysis of Contingent Claims
Sanjay Nawalkha and Xiaoyang Zhuo
Stock Market Insurance Prices, B-L Skew, and the Equity Risk Premium
Douglas Breeden
Forecasting the Distribution of Option Returns
Leandro Gomes, Roni Israelov, and Bryan Kelly
The Options-Inferred Equity Premium and the Slippery Slope of the Negative Correlation Condition
Gurdip Bakshi, John Crosby, Xiaohui Gao, Jinming Xue, and Wei Zhou
Black-Merton-Scholes Option Pricing: A 50-year Celebration—Looking Ahead
George Constantinides
Hedging Barrier Options Using Reinforcement Learning
Jacky Chen, Yu Fu, John Hull, Zissis Poulos, Zeyu Wang, and Jun Yuan
Arbitrage Pricing Theory 50 years after Black-Merton Scholes
Robert Jarrow
Fooled by The Black Swan
Sanjay Nawalkha
Training Machines to Trade Stocks
Dilip Madan and King Wang