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McMillan, David G.
9
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Applied financial economics
European journal of operational research : EJOR
1,508
International journal of production economics
1,032
NBER working paper series
951
Finance research letters
876
Working paper / National Bureau of Economic Research, Inc.
866
International journal of production research
804
Energy economics
771
Journal of banking & finance
771
NBER Working Paper
763
International journal of theoretical and applied finance
704
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638
International review of financial analysis
578
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533
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524
Applied economics
523
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512
Journal of economic dynamics & control
486
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
461
The North American journal of economics and finance : a journal of financial economics studies
445
Economics letters
440
Journal of empirical finance
434
Finance and stochastics
432
Mathematical finance : an international journal of mathematics, statistics and financial theory
414
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Computers & operations research : and their applications to problems of world concern ; an international journal
381
Discussion paper / Centre for Economic Policy Research
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Insurance / Mathematics & economics
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Quantitative finance
363
Applied economics letters
362
Discussion paper / Tinbergen Institute
353
Research in international business and finance
335
Journal of international money and finance
328
Applied mathematical finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
2
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
3
Estimating
volatility
from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
4
Calibration strategies of stochastic
volatility
models for option pricing
Larikka, Mauri
;
Kanniainen, Juho
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
Saved in:
5
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
6
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
7
Pricing Taiwan option market with GARCH and stochastic
volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
8
The performance of popular stochastic
volatility
option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
9
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
10
Implied
volatility
smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
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