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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Volatility
Option pricing theory
58
Optionspreistheorie
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19
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19
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2
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2
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
174
Quantitative finance
110
The journal of futures markets
85
Journal of banking & finance
83
Applied mathematical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
66
European journal of operational research : EJOR
56
Finance research letters
54
Review of derivatives research
53
International journal of financial engineering
49
Computational economics
43
Journal of economic dynamics & control
42
Finance and stochastics
41
Journal of econometrics
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Journal of mathematical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
36
Risks : open access journal
33
Energy economics
32
Research paper series / Swiss Finance Institute
32
Journal of financial economics
28
Review of quantitative finance and accounting
28
Annals of finance
27
Insurance / Mathematics & economics
27
Applied economics
26
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
20
Asia-Pacific financial markets
19
Journal of empirical finance
19
Discussion paper / Tinbergen Institute
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Swiss Finance Institute Research Paper
16
The journal of finance : the journal of the American Finance Association
16
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1
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
2
Of smiles and smirks : a term structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
Saved in:
3
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
4
What does the individual option volatility smirk tell us about future equity returns?
Xing, Yuhang
;
Zhang, Xiaoyan
;
Zhao, Rui
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 641-662
Persistent link: https://www.econbiz.de/10008657211
Saved in:
5
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
6
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
7
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
8
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
9
A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
Saved in:
10
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
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