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Option pricing theory
81
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21
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Bakshi, Gurdip S.
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Journal of financial economics
International journal of theoretical and applied finance
467
The journal of futures markets
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
205
Quantitative finance
199
Review of derivatives research
172
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
134
Journal of economic dynamics & control
132
Finance research letters
117
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
82
Asia-Pacific financial markets
79
Journal of econometrics
69
NBER working paper series
63
Energy economics
60
Journal of financial and quantitative analysis : JFQA
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
58
Review of quantitative finance and accounting
57
The journal of finance : the journal of the American Finance Association
56
SFB 649 discussion paper
54
Annals of finance
52
Working paper / National Bureau of Economic Research, Inc.
52
International review of economics & finance : IREF
51
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
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Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of financial analysis
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ECONIS (ZBW)
82
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1
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:
2
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
3
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
4
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
5
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
6
Capital expenditures, financial constraints, and the use of options
Adam, Tim
- In:
Journal of financial economics
92
(
2009
)
2
,
pp. 238-251
Persistent link: https://www.econbiz.de/10003850992
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7
Option markets and implied volatility : past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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8
Cross-section of option returns and volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
9
Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.
;
Lie, Erik
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
Saved in:
10
Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Newton, David P.
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 471-499
Persistent link: https://www.econbiz.de/10003425492
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