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~isPartOf:"The European journal of finance"
~subject:"Option pricing theory"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Option pricing theory
Volatility
158
Volatilität
158
Theorie
82
Theory
82
Optionspreistheorie
81
Estimation
66
Schätzung
66
Capital income
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Paxson, Dean A.
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Brandão, Luiz Eduardo Teixeira
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The European journal of finance
International journal of theoretical and applied finance
467
The journal of futures markets
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
132
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
58
Journal of financial and quantitative analysis : JFQA
58
Review of quantitative finance and accounting
55
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of finance : the journal of the American Finance Association
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
International review of financial analysis
44
Mathematics and financial economics
44
Applied economics
43
Journal of empirical finance
40
Applied financial economics
39
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ECONIS (ZBW)
81
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81
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1
A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
2
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic
volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
3
Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10010528214
Saved in:
4
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
5
Predictability in implied
volatility
surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
6
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
7
Implied
volatility
surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G.
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
Saved in:
8
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
;
Strunk Hansen, Charlotte
- In:
The European journal of finance
8
(
2002
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001780664
Saved in:
10
Modelling market volatilities : the neural network perspective
González Miranda, Fernando
- In:
The European journal of finance
3
(
1997
)
2
,
pp. 137-157
Persistent link: https://www.econbiz.de/10001224328
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