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Option trading
41
Optionsgeschäft
41
Option pricing theory
21
Optionspreistheorie
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Derivat
12
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12
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Subrahmanyam, Avanidhar
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2
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2
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1
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1
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1
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Journal of financial economics
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
112
IZA Discussion Papers
105
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
GE, Growth, Math methods
83
Review of derivatives research
75
Discussion paper series / IZA
69
CESifo Working Paper
67
IZA Discussion Paper
65
NBER working paper series
65
The journal of computational finance
60
Working Paper
60
NBER Working Papers
59
Finance research letters
58
Quantitative finance
56
Applied mathematical finance
54
Economics Bulletin
53
CESifo working papers
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
CREATES Research Papers
46
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
43
Discussion paper / Tinbergen Institute
40
Cahiers de recherche
36
Research Reports / Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
International review of economics & finance : IREF
34
Journal of financial markets
34
Tinbergen Institute Discussion Paper
33
Working paper
33
CESifo Working Paper Series
32
International journal of financial engineering
32
RePAd Working Paper Series
32
Journal of financial and quantitative analysis : JFQA
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cemmap working paper
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ECONIS (ZBW)
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1
The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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2
Negative option values are possible : the impact of treasury bond futures on the cash US treasury market
Jordan, Bradford D.
- In:
Journal of financial economics
46
(
1997
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10001228508
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3
Valuing lease contracts : a real-options approach
Grenadier, Steven R.
- In:
Journal of financial economics
38
(
1995
)
3
,
pp. 297-331
Persistent link: https://www.econbiz.de/10001180867
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4
Stocking up : executive optimism, option exercise, and share retention
Sen, Rik
;
Tumarkin, Robert
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 399-430
Persistent link: https://www.econbiz.de/10011480523
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5
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
6
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
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7
Using options to measure the full value-effect of an event : application to Obamacare
Borochin, Paul
;
Golec, Joseph
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10011590075
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8
Why does the option to stock volume ratio predict stock returns?
Ge, Li
;
Lin, Tse-Chun
;
Pearson, Neil D.
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 601-622
Persistent link: https://www.econbiz.de/10011590269
Saved in:
9
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
Saved in:
10
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
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