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~isPartOf:"Journal of empirical finance"
~subject:"Capital income"
~subject:"United States"
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Option Prices with Stochastic...
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Capital income
United States
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH model
8
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Ammann, Manuel
1
Aretz, Kevin
1
Cao, Jie
1
Chiang, Min-Hsien
1
Chung, Sung Gon
1
Fleming, Jeff
1
Han, Bing
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Huang, Hsin-yi
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Kind, Axel
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Liu, Hening
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Louis, Henock
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Wilde, Christian
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Journal of empirical finance
The journal of futures markets
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Journal of banking & finance
30
Journal of financial economics
30
The review of financial studies
30
The journal of finance : the journal of the American Finance Association
27
Journal of financial and quantitative analysis : JFQA
25
Working paper / National Bureau of Economic Research, Inc.
20
Review of derivatives research
15
Quantitative finance
11
The journal of fixed income
11
Insurance / Mathematics & economics
10
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
Research paper series / Swiss Finance Institute
10
The journal of computational finance
10
The journal of real estate finance and economics
10
Journal of econometrics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of quantitative finance and accounting
9
Working paper
9
Finance and economics discussion series
8
International journal of theoretical and applied finance
8
International review of economics & finance : IREF
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial markets
7
The journal of business : B
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
The European journal of finance
6
Working paper series / Federal Reserve Bank of Atlanta
6
Applied financial economics
5
Discussion paper / Centre for Economic Policy Research
5
Economics letters
5
Finance research letters
5
International review of financial analysis
5
Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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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
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:
3
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
4
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:
5
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:
6
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
7
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
8
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
9
Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
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