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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Option pricing theory
58
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Chung, San-lin
3
Jacobs, Kris
3
Ott, Steven Henry
3
Chen, Ren-Raw
2
Childs, Paul D.
2
Feunou, Bruno
2
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
495
The journal of futures markets
371
Discussion paper series / IZA
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
260
The journal of computational finance
256
Applied mathematical finance
247
NBER working paper series
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
206
Quantitative finance
204
IZA Discussion Paper
199
Review of derivatives research
186
Journal of economic dynamics & control
155
Insurance / Mathematics & economics
149
Finance research letters
136
Creativity and innovation management
135
European journal of operational research : EJOR
135
SpringerLink / Bücher
133
CESifo working papers
116
International journal of financial engineering
116
Computational economics
110
Journal of business research : JBR
108
Journal of mathematical finance
108
Working paper
103
Risks : open access journal
102
Journal of financial economics
99
Research paper series / Swiss Finance Institute
95
The North American journal of economics and finance : a journal of financial economics studies
89
Discussion paper / Centre for Economic Policy Research
88
The European journal of finance
88
Asia-Pacific financial markets
81
The review of financial studies
77
The journal of finance : the journal of the American Finance Association
75
Journal of econometrics
74
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Discussion paper / Tinbergen Institute
70
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ECONIS (ZBW)
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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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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