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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Stochastic process
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46
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Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
720
International journal of theoretical and applied finance
610
The journal of futures markets
385
Insurance / Mathematics & economics
357
Finance and stochastics
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
318
Journal of banking & finance
299
Applied mathematical finance
282
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275
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269
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268
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
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195
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research letters
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International journal of production research
172
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International journal of financial engineering
141
International journal of production economics
137
NBER working paper series
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Energy economics
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Research paper series / Swiss Finance Institute
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Economics letters
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121
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119
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113
The European journal of finance
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Working paper
108
Asia-Pacific financial markets
106
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105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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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2
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:
3
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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4
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:
5
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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6
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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7
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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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
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
Saved in:
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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