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subject:"USA"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"CAPM"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
178
The journal of finance : the journal of the American Finance Association
49
Journal of banking & finance
39
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Journal of financial economics
26
The review of financial studies
24
Working paper / National Bureau of Economic Research, Inc.
22
The journal of structured finance
20
The journal of fixed income
18
Review of futures markets
16
The financial review : the official publication of the Eastern Finance Association
16
The journal of business : B
14
The journal of financial research
13
International journal of theoretical and applied finance
12
Review of quantitative finance and accounting
12
Applied financial economics
11
Finance and economics discussion series
11
Journal of financial services research : JFSR
11
Discussion paper / B
10
Economic review
10
Review of derivatives research
10
Economic perspectives
9
Interest rate futures : concepts and issues
9
The European journal of finance
9
Working paper
9
American journal of agricultural economics
8
Handbook of financial markets : securities, options and futures
8
Journal of economic dynamics & control
8
Journal of money, credit and banking : JMCB
8
Economics letters
7
Finance research letters
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
AEI studies
6
Always learning
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Annals of finance
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ECONIS (ZBW)
20
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1
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
2
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
3
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
4
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
Saved in:
5
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
Saved in:
6
Credit spread options valuation under GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
Saved in:
7
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
8
Valuing credit derivatives using an implied copula approach
Hull, John
;
White, Alan D.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10003400047
Saved in:
9
An overlooked coupon effect in treasury futures contracts
Grieves, Robin
;
Mann, Steven V.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 56-61
Persistent link: https://www.econbiz.de/10002536242
Saved in:
10
Non-parametric pricing of multivariate contigent claims
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001770054
Saved in:
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