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~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Aktienoption
7
Stock option
7
Option pricing theory
6
Optionspreistheorie
6
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
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Volatility
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American options
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Buryak, Alexander
1
Chen, Su
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Ekström, Erik
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Guo, Ivan
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Heider, Pascal
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Henderson, Vicky
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Leung, Tim
1
Li, Weiping
1
Monoyios, Michael
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Ng, Andrew
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International journal of theoretical and applied finance
Journal of financial economics
50
The review of financial studies
41
Journal of banking & finance
40
Journal of accounting & economics
38
The journal of finance : the journal of the American Finance Association
36
Working paper / National Bureau of Economic Research, Inc.
35
The journal of corporate finance : contracting, governance and organization
32
Review of quantitative finance and accounting
27
The journal of futures markets
25
Journal of business finance & accounting : JBFA
22
The accounting review : a publication of the American Accounting Association
21
Finance research letters
18
Betriebs-Berater : BB
17
Review of accounting studies
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
15
International review of economics & finance : IREF
15
Der Betrieb
14
Journal of financial and quantitative analysis : JFQA
14
The journal of applied business research
14
WPg : Kompetenz schafft Vertrauen
12
Applied economics
11
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
11
Managerial finance
11
Strategic management journal
11
Applied economics letters
10
International review of financial analysis
10
Discussion paper / Centre for Economic Policy Research
9
Journal of empirical finance
9
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
9
Review of Pacific Basin financial markets and policies
9
Review of accounting & finance
9
The financial review : the official publication of the Eastern Finance Association
9
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
9
Corporate ownership & control : international scientific journal
8
Journal of business ethics : JOBE
8
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Pacific-Basin finance journal
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
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1
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
2
A top-down approach for the multiple exercises and valuation of employee stock options
Leung, Tim
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270937
Saved in:
3
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
4
Effective and simple VWAP options pricing model
Buryak, Alexander
;
Guo, Ivan
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Saved in:
5
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
6
Optimal exercise of an executive stock option by an insider
Monoyios, Michael
;
Ng, Andrew
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10008908387
Saved in:
7
Options written on stocks with known dividends
Ekström, Erik
;
Tysk, Johan
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 901-907
Persistent link: https://www.econbiz.de/10002420743
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