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Option Prices with Stochastic...
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Option pricing theory
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Ammann, Manuel
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Chan, Ka Kei
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Journal of empirical finance
The journal of futures markets
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
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.
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Journal of banking & finance
16
Journal of financial economics
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The journal of computational finance
14
Review of derivatives research
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International journal of theoretical and applied finance
12
The journal of fixed income
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The journal of real estate finance and economics
10
International review of economics & finance : IREF
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Finance and economics discussion series
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Advances in futures and options research : a research annual
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American journal of agricultural economics
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of quantitative finance and accounting
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Computational economics
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Discussion paper / Centre for Economic Policy Research
5
Journal of economic dynamics & control
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Journal of international money and finance
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European journal of operational research : EJOR
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Federal Reserve Bank of Cleveland working paper series
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of econometrics
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The European journal of finance
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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
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
Rompolis, Leonidas S.
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 918-937
Persistent link: https://www.econbiz.de/10009267235
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
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
7
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
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