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Review of quantitative finance and accounting
The journal of futures markets
662
International journal of theoretical and applied finance
541
Journal of banking & finance
344
Mathematical finance : an international journal of mathematics, statistics and financial theory
288
Finance and stochastics
272
Applied mathematical finance
269
The journal of derivatives : the official publication of the International Association of Financial Engineers
263
The journal of computational finance
260
Finance research letters
241
Quantitative finance
219
Review of derivatives research
195
Insurance / Mathematics & economics
186
Energy economics
176
Journal of economic dynamics & control
174
European journal of operational research : EJOR
171
IMF Working Papers
162
Journal of financial economics
155
International review of financial analysis
144
NBER working paper series
134
International review of economics & finance : IREF
133
The North American journal of economics and finance : a journal of financial economics studies
131
Risks : open access journal
127
The European journal of finance
126
The review of financial studies
126
International journal of financial engineering
123
Journal of financial and quantitative analysis : JFQA
123
Working paper / National Bureau of Economic Research, Inc.
123
Computational economics
122
Research paper series / Swiss Finance Institute
121
Journal of mathematical finance
120
The journal of finance : the journal of the American Finance Association
120
Applied economics
101
Economic modelling
100
Asia-Pacific financial markets
95
Management science : journal of the Institute for Operations Research and the Management Sciences
91
NBER Working Paper
91
Applied financial economics
85
Journal of risk and financial management : JRFM
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
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1
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
2
Pricing and
hedging
volatility smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
3
An adjusted binomial model for pricing Asian options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Review of quantitative finance and accounting
27
(
2006
)
3
,
pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
Saved in:
4
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
5
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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6
Some characteristics of an equity security next-year impairment
Azzaz, Julien
;
Loisel, Stéphane
;
Thérond, Pierre-E.
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011333134
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7
Growth options, option exercise and firms' systematic risk
Koussis, Nicos
;
Makrominas, Michalis
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
Saved in:
8
Interest tax shields : a barrier options approach
Couch, Robert B.
;
Dothan, Michael U.
;
Wu, Wei
- In:
Review of quantitative finance and accounting
39
(
2012
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10009629103
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9
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
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10
Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
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