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~isPartOf:"The journal of derivatives : JOD"
~subject:"Theory"
~subject:"Volatility"
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Derivat
29
Derivative
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Option pricing theory
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options
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12
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statistical methods
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Bergman, Yaacov Z.
1
Bouchey, Paul
1
Bueno-Guerrero, Alberto
1
Chen, Sonnan
1
Cui, Zhenyu
1
Davis, Tom P.
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The journal of derivatives : JOD
The journal of futures markets
171
International journal of theoretical and applied finance
94
Journal of banking & finance
83
Energy economics
56
Applied mathematical finance
38
International review of financial analysis
37
Review of derivatives research
36
Finance research letters
35
The journal of finance : the journal of the American Finance Association
35
International review of economics & finance : IREF
34
Journal of financial and quantitative analysis : JFQA
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Advances in futures and options research : a research annual
33
Finance and stochastics
33
The European journal of finance
30
The review of financial studies
29
European journal of operational research : EJOR
28
Quantitative finance
28
NBER working paper series
27
Economics letters
26
Journal of economic dynamics & control
26
Applied financial economics
25
Journal of financial economics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
NBER Working Paper
22
SpringerLink / Bücher
22
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
20
Journal of econometrics
19
Research in international business and finance
19
The journal of computational finance
19
The journal of credit risk : published quarterly by Incisive Media
19
The journal of fixed income
19
Applied economics
18
Working paper
17
Gabler Edition Wissenschaft
16
International journal of financial engineering
16
Review of quantitative finance and accounting
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Journal of empirical finance
15
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1
Term structure of credit default swap liquidity premiums
Leal, Diego
;
Stanhouse, Bryan E.
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014306869
Saved in:
2
Equity portfolio trading with volatility and dividend derivatives
Tunaru, Radu
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013174821
Saved in:
3
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
4
Application of credit derivatives in portfolio management
Kackar, Sameer
;
Rogal, Kelly
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 81-96
Persistent link: https://www.econbiz.de/10014231050
Saved in:
5
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
6
Taxes and derivatives : an investor's perspective
Bouchey, Paul
;
Hood, Benjamin T.
;
Kramer, Andrea S.
; …
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 139-151
Persistent link: https://www.econbiz.de/10014231058
Saved in:
7
General restrictions on prices of financial derivatives written on underlying diffusions
Bergman, Yaacov Z.
;
Bueno-Guerrero, Alberto
- In:
The journal of derivatives : JOD
30
(
2022
)
1
,
pp. 119-143
Persistent link: https://www.econbiz.de/10014231098
Saved in:
8
Malliavin derivatives of derivative securities
Davis, Tom P.
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 65-73
Persistent link: https://www.econbiz.de/10014231106
Saved in:
9
Optimal volatility dependent derivatives in the stochastic volatility model
Dyachenko, Artem
;
Rieger, Marc Oliver
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 24-44
Persistent link: https://www.econbiz.de/10012612918
Saved in:
10
A closed-form model-free implied volatility formula through delta families
Cui, Zhenyu
;
Kirkby, Justin
;
Nguyen, Duy
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10012612926
Saved in:
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