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Option pricing theory
81
Optionspreistheorie
81
Derivat
77
Derivative
77
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58
Theory
58
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41
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Jacobs, Kris
6
Bakshi, Gurdip S.
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Christoffersen, Peter F.
4
Longstaff, Francis A.
4
Ornthanalai, Chayawat
4
Aragon, George O.
3
Benmelech, Efraim
3
Carr, Peter
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Doshi, Hitesh
3
Gay, Gerald D.
3
Newton, David P.
3
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Chan, Kalok
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Du, Du
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Journal of financial economics
NBER Working Papers
777
MPRA Paper
687
The journal of futures markets
629
International journal of theoretical and applied finance
540
Working Paper
446
Journal of banking & finance
387
Research paper series / Swiss Finance Institute
381
CEPR Discussion Papers
377
ECB Working Paper
349
NBER working paper series
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Swiss Finance Institute Research Paper
274
The journal of computational finance
266
Economics Papers from University Paris Dauphine
264
Applied mathematical finance
262
The journal of derivatives : the official publication of the International Association of Financial Engineers
252
CESifo Working Paper
249
Finance and stochastics
244
Journal of Banking & Finance
243
Quantitative finance
220
Finance
201
IMF Staff Country Reports
196
Review of derivatives research
194
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177
Journal of economic dynamics & control
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European journal of operational research : EJOR
161
Energy economics
159
Working paper series / European Central Bank
156
Insurance / Mathematics & economics
150
The journal of finance : the journal of the American Finance Association
149
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146
CESifo Working Paper Series
143
Journal of Financial Economics
140
NBER Working Paper
139
Staff reports / Federal Reserve Bank of New York
137
IESE Research Papers
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ECONIS (ZBW)
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Central clearing and
collateral
demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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2
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
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3
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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4
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
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5
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
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6
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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7
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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8
Counterparty credit risk and derivatives pricing
Li, Gang
;
Zhang, Chu
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 647-668
Persistent link: https://www.econbiz.de/10012168658
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9
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
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10
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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