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Option pricing theory
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Journal of financial and quantitative analysis : JFQA
SpringerLink / Bücher
659
International journal of theoretical and applied finance
484
The journal of futures markets
395
Mathematical finance : an international journal of mathematics, statistics and financial theory
264
Europäische Hochschulschriften / 5
259
The journal of computational finance
259
Applied mathematical finance
248
Gabler Edition Wissenschaft
248
Journal of banking & finance
232
Finance and stochastics
224
The journal of derivatives : the official publication of the International Association of Financial Engineers
216
Quantitative finance
199
IMF Staff Country Reports
173
Review of derivatives research
173
Springer eBook Collection / Business and Economics
144
Insurance / Mathematics & economics
142
European journal of operational research : EJOR
140
Journal of economic dynamics & control
136
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
121
International journal of financial engineering
118
Journal of mathematical finance
110
Finance research letters
109
Computational economics
106
Wiley finance series
105
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
104
IMF Working Papers
102
Journal of financial economics
96
Research paper series / Swiss Finance Institute
96
Risks : open access journal
95
NBER working paper series
91
Lehrbuch
88
The European journal of finance
88
Schriftenreihe Finanzmanagement
87
Working paper / National Bureau of Economic Research, Inc.
86
The North American journal of economics and finance : a journal of financial economics studies
85
The journal of finance : the journal of the American Finance Association
82
Bank- und finanzwirtschaftliche Forschungen
81
Asia-Pacific financial markets
80
The review of financial studies
79
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1
Discontinuous interest rate processes : an equilibrium model for bond option
prices
Attari, Mukarram
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001453389
Saved in:
2
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
Saved in:
3
Differential information and security market equilibrium
Barry, Christopher Borden
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 407-422
Persistent link: https://www.econbiz.de/10001007374
Saved in:
4
The end of the month as a preferred habital : a test of operational efficiency in the money market
Ogden, Joseph P.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 329-343
Persistent link: https://www.econbiz.de/10001037477
Saved in:
5
Event studies and systems methods : some additional evidence
McDonald, Bill
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 495-504
Persistent link: https://www.econbiz.de/10001043892
Saved in:
6
Intra- and interindustry effects of bank
securities
market activities : the case of discount brokerage
Saunders, Anthony
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 467-482
Persistent link: https://www.econbiz.de/10001043899
Saved in:
7
Default risk, yield spreads, and time to maturity
Rodríguez, Ricardo J.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 111-117
Persistent link: https://www.econbiz.de/10001047141
Saved in:
8
Long-term behavior of yield curves
Siegel, Andrew F.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 105-110
Persistent link: https://www.econbiz.de/10001047143
Saved in:
9
Measuring event impacts in thinly traded stocks
Heinkel, Robert L.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10001047147
Saved in:
10
The microeconomics of market making
O'Hara, Maureen
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
4
,
pp. 361-376
Persistent link: https://www.econbiz.de/10001019455
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