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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
441
Journal of banking & finance
183
International journal of theoretical and applied finance
171
Energy economics
129
The journal of finance : the journal of the American Finance Association
83
Applied mathematical finance
79
International review of financial analysis
78
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73
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
70
Review of derivatives research
69
Finance research letters
67
The European journal of finance
66
Applied financial economics
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62
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
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49
Die Bank
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The journal of computational finance
44
Applied economics letters
43
The review of financial studies
42
Economics letters
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Journal of economic dynamics & control
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Journal of mathematical finance
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Review of quantitative finance and accounting
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Journal of risk and financial management : JRFM
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Derivatives & financial instruments
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Research in international business and finance
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51
Options on the maximum or the minimum of several assets
Johnson, Herbert
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 277-283
Persistent link: https://www.econbiz.de/10001037501
Saved in:
52
On the consistency of the black-scholes model with a general equilibrium framework
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10001037502
Saved in:
53
Option pricing when the variance changes randomly : theory, estimation, and an application
Scott, Louis O.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001043904
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54
Price changes of related securities : the case of call options and stocks
Bhattacharya, Mihir
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001023056
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55
Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
Saved in:
56
Option pricing when the variance is changing
Johnson, Herbert
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 143-151
Persistent link: https://www.econbiz.de/10001025741
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57
The valuation of a random number of put options : an application to agricultural price supports
Marcus, Alan J.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10001014154
Saved in:
58
An empirical test of a valuation model for American options on futures contracts
Shastri, Kuldeep
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
4
,
pp. 377-392
Persistent link: https://www.econbiz.de/10001019453
Saved in:
59
Efficiency analysis and option portfolio selection
Booth, James R.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 435-450
Persistent link: https://www.econbiz.de/10001007359
Saved in:
60
The determinants of firms' hedging policies
Smith, Clifford W.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 391-405
Persistent link: https://www.econbiz.de/10001007382
Saved in:
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