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Option pricing theory
208
Optionspreistheorie
208
Volatility
75
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75
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57
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57
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44
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44
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Leippold, Markus
4
Martzoukos, Spiros A.
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Nawalkha, Sanjay K.
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Barone-Adesi, Giovanni
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2
Kagkadis, Anastasios
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Journal of banking & finance
Games and economic behavior
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874
European journal of operational research : EJOR
795
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752
Economics letters
721
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556
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511
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477
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ECONIS (ZBW)
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1
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
3
Measuring banks' liquidity risk : an option-pricing approach
Zhang, Jinqing
;
He, Liang
;
An, Yunbi
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012221063
Saved in:
4
Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
Saved in:
5
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
6
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
7
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
8
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
9
Are hazard models superior to traditional bankruptcy prediction approaches? : a comprehensive test
Bauer, Julian
;
Agarwal, Vineet
- In:
Journal of banking & finance
40
(
2014
),
pp. 432-442
Persistent link: https://www.econbiz.de/10010403649
Saved in:
10
Minority
shareholder voting and dividend policy
Lin, Jing
;
Li, Fang
;
Zheng, Xiaofan
;
Zhou, Mingshan
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248275
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