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Testing option pricing models
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Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
109
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Working paper / National Bureau of Economic Research, Inc.
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
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Multinomial approximating models for options with k state variables
Kamrad, Bardia
- In:
Management science : journal of the Institute for …
37
(
1991
)
12
,
pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
Saved in:
2
Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W.
- In:
Management science : journal of the Institute for …
42
(
1996
)
7
,
pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
Saved in:
3
Valuing risky projects : option pricing theory and decision analysis
Smith, James E.
- In:
Management science : journal of the Institute for …
41
(
1995
)
5
,
pp. 758-816
Persistent link: https://www.econbiz.de/10001183604
Saved in:
4
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Management science : journal of the Institute for …
41
(
1995
)
12
,
pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
Saved in:
5
Volatility risks and growth options
Ai, Hengjie
;
Kiku, Dana
- In:
Management science : journal of the Institute for …
62
(
2016
)
3
,
pp. 741-763
Persistent link: https://www.econbiz.de/10011453540
Saved in:
6
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Saved in:
7
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
8
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
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9
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
Saved in:
10
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
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