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Option trading
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Journal of financial economics
European journal of operational research : EJOR
311
The journal of futures markets
209
International journal of theoretical and applied finance
156
Journal of banking & finance
116
Operations research
106
Quantitative finance
102
Journal of econometrics
95
Finance research letters
94
Management science : journal of the Institute for Operations Research and the Management Sciences
90
The journal of derivatives : the official publication of the International Association of Financial Engineers
88
Computers & operations research : and their applications to problems of world concern ; an international journal
86
Journal of economic dynamics & control
83
Review of derivatives research
79
The journal of computational finance
76
Applied mathematical finance
69
Operations research letters
69
Finance and stochastics
65
Discussion paper / Center for Economic Research, Tilburg University
60
Discussion paper / Tinbergen Institute
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International journal of production research
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
57
The North American journal of economics and finance : a journal of financial economics studies
55
Computational economics
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Insurance / Mathematics & economics
52
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Economics letters
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Transportation research / E : an international journal
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International Journal of Theoretical and Applied Finance (IJTAF)
48
NBER working paper series
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Omega : the international journal of management science
47
Economic modelling
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Energy economics
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International journal of production economics
44
Tinbergen Institute Discussion Papers
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Working paper / National Bureau of Economic Research, Inc.
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International review of economics & finance : IREF
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1
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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2
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
Saved in:
3
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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4
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
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5
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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6
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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7
Modeling volatility in dynamic term structure models
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of financial economics
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015075688
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8
Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani
;
Torous, Walter N.
;
Yae, James
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
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9
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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10
Options trading activity and firm valuation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
94
(
2009
)
3
,
pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
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