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Option pricing theory
81
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81
Volatility
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20
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Paxson, Dean A.
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Ballotta, Laura
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Brandão, Luiz Eduardo Teixeira
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The European journal of finance
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
213
Quantitative finance
198
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
118
Finance research letters
115
Journal of mathematical finance
109
Computational economics
107
Risks : open access journal
93
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Energy economics
57
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
84
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1
Confined exponential approximations for the valuation of American options
Lee, Jongwoo
;
Paxson, Dean A.
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
Saved in:
2
Mean-reversion properties of implied volatilities
Ielpo, Florian
;
Simon, Guillaume
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 587-610
Persistent link: https://www.econbiz.de/10008698544
Saved in:
3
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
4
What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
Saved in:
5
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
Saved in:
6
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
7
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
8
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
9
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
10
Market illiquidity and bounds on European option prices
Matos, João Amaro de
;
Antão, Paula
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 475-498
Persistent link: https://www.econbiz.de/10001886025
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