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Option pricing theory
79
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79
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33
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33
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Bakshi, Gurdip S.
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Journal of financial economics
European journal of operational research : EJOR
706
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Finance and stochastics
334
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
The journal of futures markets
276
Applied mathematical finance
274
The journal of computational finance
272
Quantitative finance
260
Journal of econometrics
258
Journal of banking & finance
248
Journal of economic dynamics & control
233
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research
181
Operations research letters
181
Review of derivatives research
179
Risks : open access journal
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International journal of production research
172
Computational economics
168
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Discussion paper / Tinbergen Institute
152
Journal of mathematical finance
149
Finance research letters
144
International journal of financial engineering
141
International journal of production economics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Research paper series / Swiss Finance Institute
122
Energy economics
118
Economics letters
116
NBER working paper series
114
Economic modelling
113
The European journal of finance
106
Asia-Pacific financial markets
102
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
100
Working paper
100
The North American journal of economics and finance : a journal of financial economics studies
99
Working paper / National Bureau of Economic Research, Inc.
96
Annals of finance
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ECONIS (ZBW)
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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2
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
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3
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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4
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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5
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding
;
Härkönen, Hannu J.
;
Newton, David P.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
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6
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
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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
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8
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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9
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
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10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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