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~isPartOf:"Journal of financial economics"
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On the Option Pricing Formula...
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Option pricing theory
79
Optionspreistheorie
79
Theorie
28
Theory
28
Volatility
27
Volatilität
27
Option trading
21
Optionsgeschäft
21
Capital income
17
Kapitaleinkommen
17
Stochastic process
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Stochastischer Prozess
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USA
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Stock option
13
CAPM
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Estimation
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Zinsstruktur
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Black-Scholes-Modell
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Behavioural finance
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Leistungsentgelt
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Option pricing
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Performance pay
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Portfolio selection
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81
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Bakshi, Gurdip S.
4
Christoffersen, Peter F.
4
Jacobs, Kris
4
Ornthanalai, Chayawat
4
Carr, Peter
3
Newton, David P.
3
Wu, Liuren
3
Andricopoulos, Ari D.
2
Carpenter, Jennifer N.
2
Du, Du
2
Duck, Peter W.
2
Fusari, Nicola
2
Goldstein, Robert S.
2
Johnson, Shane A.
2
Li, Gang
2
Muravyev, Dmitriy
2
Panayotov, George
2
Stanton, Richard
2
Tian, Yisong Sam
2
Todorov, Viktor
2
Widdicks, Martin
2
Yermack, David L.
2
Zhang, Chu
2
Adam, Tim
1
Ai, Hengjie
1
Aldatmaz, Serdar
1
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1
Andersen, Leif B. G.
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Journal of financial economics
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
279
The journal of computational finance
263
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
MPRA Paper
221
Journal of banking & finance
214
Quantitative finance
202
Review of derivatives research
178
Insurance / Mathematics & economics
140
Research paper series / Swiss Finance Institute
137
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Computational economics
109
Journal of mathematical finance
109
Working Paper
109
Risks : open access journal
104
NBER Working Papers
96
Finance
94
Economics Papers from University Paris Dauphine
93
Asia-Pacific financial markets
86
Swiss Finance Institute Research Paper
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Research Paper Series / Finance Discipline Group, Business School
79
Journal of econometrics
73
Journal of Banking & Finance
71
Finance and Stochastics
70
SFB 649 discussion paper
68
NBER working paper series
67
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
60
Review of quantitative finance and accounting
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
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ECONIS (ZBW)
81
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1
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
3
Hedging options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
Saved in:
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
Saved in:
5
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Saved in:
6
Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis
;
Mele, Antonio
- In:
Journal of financial economics
102
(
2011
)
2
,
pp. 390-415
Persistent link: https://www.econbiz.de/10009310761
Saved in:
7
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:
8
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
Saved in:
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
Saved in:
10
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
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