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~isPartOf:"Journal of financial economics"
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Search: subject:"OPTION PRICING"
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Option pricing theory
79
Optionspreistheorie
79
Theorie
28
Theory
28
Volatility
27
Volatilität
27
Option trading
21
Optionsgeschäft
21
Capital income
17
Kapitaleinkommen
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Stochastic process
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Stochastischer Prozess
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USA
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13
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CAPM
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Estimation
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Black-Scholes model
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Behavioural finance
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Option pricing
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Performance pay
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Portfolio selection
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Portfolio-Management
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Börsenkurs
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English
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Bakshi, Gurdip S.
4
Christoffersen, Peter F.
4
Jacobs, Kris
4
Ornthanalai, Chayawat
4
Carr, Peter
3
Newton, David P.
3
Wu, Liuren
3
Andricopoulos, Ari D.
2
Carpenter, Jennifer N.
2
Du, Du
2
Duck, Peter W.
2
Fusari, Nicola
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Goldstein, Robert S.
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Johnson, Shane A.
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Li, Gang
2
Muravyev, Dmitriy
2
Panayotov, George
2
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Tian, Yisong Sam
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Widdicks, Martin
2
Yermack, David L.
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Zhang, Chu
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Adam, Tim
1
Ai, Hengjie
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Journal of financial economics
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
254
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
216
Quantitative finance
199
Review of derivatives research
178
Insurance / Mathematics & economics
142
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
117
Finance research letters
109
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of econometrics
75
Journal of financial and quantitative analysis : JFQA
64
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
Energy economics
57
NBER working paper series
57
Review of quantitative finance and accounting
57
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
52
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
81
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81
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1
Pricing of index options in incomplete markets
Almeida, Caio
;
Freire, Gustavo
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
4
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
5
Rare disaster probability and options pricing
Barro, Robert J.
;
Liao, Gordon Y.
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 750-769
Persistent link: https://www.econbiz.de/10012693734
Saved in:
6
Index option returns and generalized entropy bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
7
Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar
;
Tayal, Jitendra
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
Saved in:
8
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
9
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
10
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
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