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Option pricing theory
83
Optionspreistheorie
83
Theorie
45
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39
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39
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31
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Bakshi, Gurdip S.
6
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Journal of financial economics
European journal of operational research : EJOR
821
International journal of theoretical and applied finance
626
Insurance / Mathematics & economics
436
Finance and stochastics
381
NBER working paper series
360
Journal of econometrics
353
Journal of economic dynamics & control
352
Mathematical finance : an international journal of mathematics, statistics and financial theory
352
NBER Working Paper
300
Applied mathematical finance
299
Economics letters
298
Working paper / National Bureau of Economic Research, Inc.
296
Journal of banking & finance
289
Quantitative finance
288
The journal of futures markets
288
The journal of computational finance
279
Discussion paper / Centre for Economic Policy Research
257
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226
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226
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225
Operations research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
221
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International journal of production research
215
Energy economics
209
Risks : open access journal
208
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207
Computers & operations research : and their applications to problems of world concern ; an international journal
201
Review of derivatives research
185
Physica A: Statistical Mechanics and its Applications
184
Applied economics letters
180
Journal of economic theory
173
Journal of mathematical finance
169
Journal of mathematical economics
167
CESifo working papers
160
Management science : journal of the Institute for Operations Research and the Management Sciences
160
International journal of production economics
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1
Index option returns and generalized
entropy
bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
2
Differences in beliefs and currency risk premiums
Beber, Alessandro
;
Breedon, Francis J.
;
Buraschi, Andrea
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 415-438
Persistent link: https://www.econbiz.de/10008827023
Saved in:
3
Cross section of option returns and idiosyncratic stock volatility
Cao, Jie
;
Han, Bing
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 231-249
Persistent link: https://www.econbiz.de/10009746504
Saved in:
4
Pricing of index options in incomplete markets
Almeida, Caio
;
Freire, Gustavo
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
Saved in:
5
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
6
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
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7
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
8
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
9
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
10
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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