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Option trading
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Benth, Fred Espen
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Henriksen, Pål Nicolai
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Journal of forecasting
The journal of futures markets
194
International journal of theoretical and applied finance
112
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Quantitative finance
61
The journal of computational finance
61
Finance research letters
59
Applied mathematical finance
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
35
Journal of financial markets
34
Computational economics
33
International journal of financial engineering
32
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31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Journal of mathematical finance
29
International review of financial analysis
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
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The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei
;
Wang, Yun-Yi
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
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2
Pricing of basket options using univariate normal inverse Gaussian approximations
Benth, Fred Espen
;
Henriksen, Pål Nicolai
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10009233877
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