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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"United States"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
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25
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1
Bates, David S.
1
Brooks, Robert
1
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1
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1
Figlewski, Stephen
1
Fleming, Jeff
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
7
Finance and economics discussion series
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Applied financial economics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
The Scandinavian journal of economics
2
Annals of finance
1
Applied mathematical finance
1
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Asian journal of management cases
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Economic research paper / Loughborough University, Department of Economics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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International journal of economics and finance
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1
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
2
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
3
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
4
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
5
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
6
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
7
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
8
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
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