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Option pricing theory
170
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50
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Review of derivatives research
International journal of theoretical and applied finance
482
The journal of futures markets
276
The journal of computational finance
268
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
Journal of banking & finance
256
Applied mathematical finance
248
Finance and stochastics
232
Quantitative finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
215
Journal of econometrics
197
European journal of operational research : EJOR
183
Journal of economic dynamics & control
166
Insurance / Mathematics & economics
162
Computational economics
156
Finance research letters
144
Discussion paper / Tinbergen Institute
134
Risks : open access journal
124
NBER working paper series
121
International journal of financial engineering
118
Journal of financial economics
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116
Journal of mathematical finance
113
Economics letters
99
Research paper series / Swiss Finance Institute
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Applied economics
95
The European journal of finance
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NBER Working Paper
92
The review of financial studies
91
Working paper
91
The North American journal of economics and finance : a journal of financial economics studies
90
The journal of finance : the journal of the American Finance Association
88
Asia-Pacific financial markets
84
Economic modelling
83
Review of quantitative finance and accounting
78
Energy economics
76
Journal of risk and financial management : JRFM
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
173
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1
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
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2
Valuing reload options
Ingersoll, Jonathan E.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 67-105
Persistent link: https://www.econbiz.de/10003441193
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3
Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
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4
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
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5
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
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6
On improving the least squares Monte Carlo option valuation method
Areal, Nelson
;
Rodrigues, Artur
;
Rocha Armada, Manuel da
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 119-151
Persistent link: https://www.econbiz.de/10003829564
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7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10003153995
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8
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
;
Navas, Javier F.
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
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9
Stock options and managers' incentives to cheat
Chesney, Marc
;
Gibson, Rajna
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 41-59
Persistent link: https://www.econbiz.de/10003829532
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10
The effects of newly listed derivatives in a thin stock market
Bruand, Martin
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10001250186
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