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Option pricing theory
58
Optionspreistheorie
58
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15
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Chung, San-lin
3
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
471
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
255
Applied mathematical finance
247
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
137
European journal of operational research : EJOR
136
Finance research letters
116
International journal of financial engineering
116
Computational economics
114
Journal of mathematical finance
108
Risks : open access journal
99
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
80
Asia-Pacific financial markets
77
Journal of econometrics
67
NBER working paper series
60
Energy economics
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
55
The journal of finance : the journal of the American Finance Association
55
Working paper / National Bureau of Economic Research, Inc.
54
SpringerLink / Bücher
53
Annals of finance
52
Journal of risk and financial management : JRFM
51
Economic modelling
50
The journal of real estate finance and economics
50
The review of financial studies
50
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
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ECONIS (ZBW)
58
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1
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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
The impact of overnight periods on option pricing
Boes, Mark-Jan
;
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
Saved in:
4
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:
5
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
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6
The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo
;
Paraskevopoulos, Ioannis
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153
Saved in:
7
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
8
Trading volume in dealer markets
Malinova, Katya
;
Park, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1447-1484
Persistent link: https://www.econbiz.de/10008909159
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9
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:
10
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
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