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~isPartOf:"Review of quantitative finance and accounting"
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Option Prices with Stochastic...
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Option pricing theory
95
Optionspreistheorie
95
Volatility
45
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25
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25
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19
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Ammann, Manuel
1
Burney, Robert B.
1
Chen, Ren-Raw
1
Chu, Quentin C.
1
Fleming, Jeff
1
He, Wei
1
Kind, Axel
1
Lee, Cheng F.
1
Lee, Yen-sheng
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Lin, Yun-Yung
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Moore, William Theodore
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1
Tzeng, Gwo-hshiung
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Journal of empirical finance
Review of quantitative finance and accounting
The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
15
Journal of banking & finance
14
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Finance and economics discussion series
8
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of financial research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Applied financial economics
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
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ECONIS (ZBW)
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1
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
2
Do option traders on value and growth stocks react differently to new information?
He, Wei
;
Lee, Yen-sheng
;
Wei, Peihwang
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
Saved in:
3
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
4
A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.
;
Tzeng, Gwo-hshiung
;
Wang, Shin-yun
- In:
Review of quantitative finance and accounting
25
(
2005
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
Saved in:
5
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
6
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
7
Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.
;
Lin, Yun-Yung
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
Saved in:
8
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
9
Valuation of callable warrants : theory and evidence
Burney, Robert B.
;
Moore, William Theodore
- In:
Review of quantitative finance and accounting
8
(
1997
)
1
,
pp. 5-18
Persistent link: https://www.econbiz.de/10001590873
Saved in:
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