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Option pricing theory
79
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Journal of financial economics
International journal of theoretical and applied finance
478
Insurance / Mathematics & economics
284
Mathematical finance : an international journal of mathematics, statistics and financial theory
270
The journal of futures markets
270
The journal of computational finance
257
Applied mathematical finance
247
European journal of operational research : EJOR
242
Finance and stochastics
230
Journal of banking & finance
213
Quantitative finance
211
The journal of derivatives : the official publication of the International Association of Financial Engineers
204
Review of derivatives research
170
Risks : open access journal
161
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148
Finance research letters
124
International journal of financial engineering
118
Journal of mathematical finance
116
Journal of econometrics
114
Computational economics
112
Discussion paper / Tinbergen Institute
111
Economics letters
111
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Research paper series / Swiss Finance Institute
92
Operations research letters
86
The North American journal of economics and finance : a journal of financial economics studies
85
The European journal of finance
82
Asia-Pacific financial markets
80
NBER working paper series
70
Scandinavian actuarial journal
70
International journal of forecasting
65
Journal of risk and financial management : JRFM
63
Energy economics
62
Working paper / National Bureau of Economic Research, Inc.
62
SpringerLink / Bücher
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Review of quantitative finance and accounting
60
Journal of financial and quantitative analysis : JFQA
59
Mathematics of operations research
59
NBER Working Paper
58
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ECONIS (ZBW)
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1
Probability weighting functions implied in options prices
Polkovnichenko, Valery
;
Zhao, Feng
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 580-609
Persistent link: https://www.econbiz.de/10009730600
Saved in:
2
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
3
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:
4
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:
5
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:
6
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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7
Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.
;
Lie, Erik
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
Saved in:
8
Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Newton, David P.
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 471-499
Persistent link: https://www.econbiz.de/10003425492
Saved in:
9
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Saved in:
10
Optimal exercise of executive stock options and implications for firm cost
Carpenter, Jennifer N.
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10008826326
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