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Option pricing theory
44
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International review of financial analysis
International journal of theoretical and applied finance
495
The journal of futures markets
371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
201
Review of derivatives research
185
Journal of economic dynamics & control
140
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
135
Finance research letters
126
International journal of financial engineering
117
Computational economics
110
Journal of mathematical finance
108
Journal of financial economics
99
Risks : open access journal
97
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
89
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
82
Asia-Pacific financial markets
81
The review of financial studies
77
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
74
Journal of econometrics
71
Review of quantitative finance and accounting
65
Energy economics
62
International review of economics & finance : IREF
61
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
SFB 649 discussion paper
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SpringerLink / Bücher
52
Applied financial economics
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1
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
2
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
3
Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A.
- In:
International review of financial analysis
28
(
2013
),
pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
Saved in:
4
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
5
Test of recent advances in extracting information from option prices
Healy, J. V.
;
Gregoriou, Andros
;
Hudson, Robert
- In:
International review of financial analysis
56
(
2018
),
pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
Saved in:
6
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
7
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
8
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
9
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
10
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
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