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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
533
Journal of banking & finance
475
NBER working paper series
438
Journal of financial economics
388
Working paper / National Bureau of Economic Research, Inc.
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
345
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334
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325
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296
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258
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175
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165
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163
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International review of economics & finance : IREF
144
Economics letters
138
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136
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134
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134
International journal of financial engineering
133
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133
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ECONIS (ZBW)
160
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1
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
Saved in:
2
Decomposing dynamic risks into risk components
Schilling, Katja
;
Bauer, Daniel
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5738-5756
Persistent link: https://www.econbiz.de/10012391415
Saved in:
3
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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4
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
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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
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6
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
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7
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
8
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
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9
Dynamic mechanisms with
martingale
utilities
Balseiro, Santiago R.
;
Mirrokni, Vahab S.
;
Paes Leme, Renato
- In:
Management science : journal of the Institute for …
64
(
2018
)
11
,
pp. 5062-5082
Persistent link: https://www.econbiz.de/10011947131
Saved in:
10
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
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