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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Demand-Based Option Pricing
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
905
Working paper / National Bureau of Economic Research, Inc.
874
NBER Working Paper
732
The journal of futures markets
675
Journal of banking & finance
588
International journal of theoretical and applied finance
585
Finance research letters
460
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453
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365
European journal of operational research : EJOR
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305
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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291
Finance and stochastics
288
Applied mathematical finance
277
Journal of financial economics
274
International review of economics & finance : IREF
267
The journal of derivatives : the official publication of the International Association of Financial Engineers
267
The journal of computational finance
262
Quantitative finance
238
Economics letters
235
The North American journal of economics and finance : a journal of financial economics studies
219
The journal of finance : the journal of the American Finance Association
218
IMF working paper
217
The review of financial studies
212
International journal of production economics
210
The European journal of finance
208
Applied economics letters
205
Insurance / Mathematics & economics
201
CESifo working papers
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196
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Journal of international money and finance
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ECONIS (ZBW)
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1
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
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2
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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3
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
Saved in:
4
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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5
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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6
The informational content of high-frequency option prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
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7
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
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
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9
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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10
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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