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Option pricing theory
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
518
The journal of futures markets
381
Mathematical finance : an international journal of mathematics, statistics and financial theory
287
The journal of computational finance
265
Journal of banking & finance
264
Applied mathematical finance
263
The journal of derivatives : the official publication of the International Association of Financial Engineers
256
Finance and stochastics
240
Quantitative finance
206
Review of derivatives research
192
Journal of economic dynamics & control
149
Insurance / Mathematics & economics
141
European journal of operational research : EJOR
138
Finance research letters
137
International journal of financial engineering
118
Computational economics
117
Journal of mathematical finance
111
Journal of financial economics
102
Risks : open access journal
100
Research paper series / Swiss Finance Institute
95
The European journal of finance
90
Asia-Pacific financial markets
89
The North American journal of economics and finance : a journal of financial economics studies
89
The review of financial studies
84
Working paper / National Bureau of Economic Research, Inc.
82
The journal of finance : the journal of the American Finance Association
80
Journal of econometrics
78
NBER working paper series
78
Energy economics
66
Review of quantitative finance and accounting
66
International review of economics & finance : IREF
64
International review of financial analysis
64
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
61
SpringerLink / Bücher
60
Journal of risk and financial management : JRFM
58
Annals of finance
57
SFB 649 discussion paper
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Applied financial economics
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ECONIS (ZBW)
88
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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
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8
The systematic risk of discretely rebalanced option hedges
Gilster, John E.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 507-516
Persistent link: https://www.econbiz.de/10001098661
Saved in:
9
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:
10
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
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