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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of theoretical and applied finance
495
The journal of futures markets
371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
201
Review of derivatives research
185
Journal of economic dynamics & control
140
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
135
Finance research letters
122
International journal of financial engineering
117
Computational economics
109
Journal of mathematical finance
108
Journal of financial economics
99
Risks : open access journal
94
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
89
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
82
Asia-Pacific financial markets
81
The review of financial studies
77
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
74
Journal of econometrics
71
Review of quantitative finance and accounting
65
International review of economics & finance : IREF
61
Energy economics
59
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
SFB 649 discussion paper
54
SpringerLink / Bücher
52
Applied financial economics
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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:
2
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
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3
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
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4
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
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5
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
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6
Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael
;
Li, Bingqing
;
Li, Guozhen
;
Wu, Rongwen
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
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7
Option pricing under a mixed-exponential jump diffusion model
Cai, Ning
;
Kou, Steven
- In:
Management science : journal of the Institute for …
57
(
2011
)
11
,
pp. 2067-2081
Persistent link: https://www.econbiz.de/10009406274
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8
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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9
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
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10
Zeros
Bandi, Federico M.
;
Kolokolov, Aleksey
;
Pirino, Davide
; …
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3466-3479
Persistent link: https://www.econbiz.de/10012289150
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