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Option pricing theory
58
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
504
The journal of futures markets
406
Journal of banking & finance
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
The journal of computational finance
257
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Finance research letters
236
Finance and stochastics
234
Quantitative finance
214
Review of derivatives research
187
Journal of economic dynamics & control
183
Computational economics
163
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150
European journal of operational research : EJOR
146
The North American journal of economics and finance : a journal of financial economics studies
143
Insurance / Mathematics & economics
142
Discussion paper / Tinbergen Institute
139
Energy economics
137
International journal of financial engineering
126
Journal of econometrics
124
International review of financial analysis
123
Journal of mathematical finance
111
Risks : open access journal
110
International review of economics & finance : IREF
109
Journal of financial economics
107
NBER working paper series
107
Applied economics
104
Research paper series / Swiss Finance Institute
103
The European journal of finance
103
Working paper / National Bureau of Economic Research, Inc.
102
Applied economics letters
99
Economics letters
88
Asia-Pacific financial markets
85
Journal of risk and financial management : JRFM
85
NBER Working Paper
80
The journal of finance : the journal of the American Finance Association
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The review of financial studies
78
Working paper
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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
Dynamic factors and asset pricing
He, Zhongzhi Lawrence
;
Huh, Sahn-wook
;
Lee, Bong-soo
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
Saved in:
9
Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.
;
Nowman, Kalid Ben
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10001436345
Saved in:
10
Pricing term structure risk in futures markets
Roon, Frans de
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
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