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~isPartOf:"Journal of empirical finance"
~subject:"Index-Futures"
~subject:"United States"
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Option Prices with Stochastic...
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Option pricing theory
40
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11
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Ammann, Manuel
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Fiorentini, Gabriele
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Fleming, Jeff
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Kind, Axel
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Lee, Jaewook
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León Valle, Ángel Manuel
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Journal of empirical finance
The journal of futures markets
61
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
26
Journal of banking & finance
24
Working paper / National Bureau of Economic Research, Inc.
22
Journal of financial and quantitative analysis : JFQA
19
Journal of financial economics
18
Review of derivatives research
15
International review of economics & finance : IREF
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Working paper
10
International journal of theoretical and applied finance
9
The journal of computational finance
9
Advances in futures and options research : a research annual
8
Finance and economics discussion series
8
Applied financial economics
7
International review of financial analysis
7
Quantitative finance
7
Research paper series / Swiss Finance Institute
7
American journal of agricultural economics
6
NBER working paper series
6
Review of quantitative finance and accounting
6
The journal of business : B
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Discussion paper / Centre for Economic Policy Research
5
Insurance / Mathematics & economics
5
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
5
CREATES research paper
4
Discussion papers of interdisciplinary research project 373
4
Economics letters
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Federal Reserve Bank of Cleveland working paper series
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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
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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
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
4
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
5
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
6
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
7
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:
8
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
9
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:
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