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Option pricing theory
79
Optionspreistheorie
79
Option trading
41
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37
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Bakshi, Gurdip S.
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Christoffersen, Peter F.
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Subrahmanyam, Avanidhar
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Journal of financial economics
International journal of theoretical and applied finance
534
The journal of futures markets
387
European journal of operational research : EJOR
335
Journal of banking & finance
286
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
The journal of computational finance
260
Finance and stochastics
257
Applied mathematical finance
255
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
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228
MPRA Paper
227
Journal of economic dynamics & control
205
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192
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Journal of econometrics
183
Finance research letters
152
Computational economics
147
Research paper series / Swiss Finance Institute
142
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134
Risks : open access journal
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127
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International journal of financial engineering
121
Operations research letters
117
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115
The North American journal of economics and finance : a journal of financial economics studies
111
Working paper / National Bureau of Economic Research, Inc.
110
NBER working paper series
109
Energy economics
108
The European journal of finance
105
Mathematical methods of operations research
104
Mathematics of operations research
101
Applied economics
100
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96
Economics letters
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Economics Papers from University Paris Dauphine
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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
Saved in:
2
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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3
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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4
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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5
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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6
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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7
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
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8
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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9
Option prices and costly short-selling
Atmaz, Adem
;
Basak, Suleyman
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012166805
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10
Universal option valuation using quadrature methods
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10001739259
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