Hi All, I just pulished a paper co-authored with Frank J. Fabozzi on The Journal of Derivatives. The paper will be in the 2016 Fall issue. But right now it is part of the early online and it is free. So you can download it if you are interested. I cannot put the paper here because there is copyright issue. Once the paper is in the journal officially, it won't be free anymore.
http://www.iijournals.com/doi/abs/10.3905/jod.2016.24.1.048


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