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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
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,105
Discussion paper series / IZA
1,039
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
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862
Energy economics
711
Finance research letters
692
Economics letters
682
Experimental economics : a journal of the Economic Science Association
637
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596
International journal of theoretical and applied finance
582
IZA Discussion Paper
579
Journal of behavioral and experimental economics
568
Discussion paper / Tinbergen Institute
566
The journal of futures markets
553
Journal of banking & finance
551
Working paper
513
Applied economics
506
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
470
International review of financial analysis
463
Applied economics letters
444
IZA Discussion Papers
429
International review of economics & finance : IREF
405
Discussion paper
402
Economic modelling
400
Journal of econometrics
399
CESifo Working Paper
377
The North American journal of economics and finance : a journal of financial economics studies
374
European economic review : EER
352
Journal of economic dynamics & control
352
CESifo Working Paper Series
330
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Quantitative finance
306
Applied financial economics
302
Journal of empirical finance
293
Applied mathematical finance
291
European journal of operational research : EJOR
286
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
Investors' heterogeneity and implied
volatility
smiles
Li, Tao
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2392-2412
Persistent link: https://www.econbiz.de/10010202746
Saved in:
4
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
5
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
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6
On the number of state variables in options pricing
Li, Gang
;
Zhang, Chu
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 2058-2075
Persistent link: https://www.econbiz.de/10008748056
Saved in:
7
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
Saved in:
8
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
Saved in:
9
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
10
Product choice with large assortments : a scalable deep-learning model
Gabel, Sebastian
;
Timoshenko, Artem
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1808-1827
Persistent link: https://www.econbiz.de/10013260134
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