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Journal of financial and quantitative analysis : JFQA
NBER working paper series
585
International journal of theoretical and applied finance
505
Working paper / National Bureau of Economic Research, Inc.
497
NBER Working Paper
433
IMF Working Papers
386
The journal of futures markets
380
Journal of banking & finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
Insurance / Mathematics & economics
272
Finance research letters
258
The journal of computational finance
257
Applied mathematical finance
255
The journal of derivatives : the official publication of the International Association of Financial Engineers
249
Finance and stochastics
239
Quantitative finance
217
Review of derivatives research
192
Journal of pension economics and finance
183
Journal of economic dynamics & control
174
IMF Staff Country Reports
172
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170
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168
Journal of financial economics
162
Discussion paper series / IZA
148
European journal of operational research : EJOR
147
Netspar Discussion Paper
132
CESifo working papers
127
International journal of financial engineering
121
The review of financial studies
117
Journal of mathematical finance
116
Computational economics
114
The North American journal of economics and finance : a journal of financial economics studies
111
The journal of finance : the journal of the American Finance Association
111
Research paper series / Swiss Finance Institute
110
The European journal of finance
110
Applied economics
109
SpringerLink / Bücher
108
The journal of fixed income
108
Energy economics
107
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1
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
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2
An empirical examination of call option values implicit in US corporate bonds
King, Tao-Hsien Dolly
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 693-721
Persistent link: https://www.econbiz.de/10001724589
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3
Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
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4
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
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5
Asian options, the sum of lognormals, and the reciprocal gamma distribution
Milevsky, Moshe Arye
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 409-422
Persistent link: https://www.econbiz.de/10001251497
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6
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
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7
A tractable framework for option pricing with dynamic market maker inventory and wealth
Fournier, Mathieu
;
Jacobs, Kris
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1117-1162
Persistent link: https://www.econbiz.de/10012244210
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8
Stealth trading in options markets
Anand, Amber
;
Chakravarty, Sugato
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10003434614
Saved in:
9
Reassessing the impact of option introductions on market quality : a less restrictive test for event-date effects
Danielsen, Bartley R.
;
Van Ness, Bonnie F.
;
Warr, Richard S.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
4
,
pp. 1041-1062
Persistent link: https://www.econbiz.de/10003587105
Saved in:
10
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
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