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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Option pricing theory
83
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Journal of banking & finance
220
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Journal of economic dynamics & control
141
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Finance research letters
116
International journal of financial engineering
116
Computational economics
109
Journal of mathematical finance
107
Risks : open access journal
99
NBER working paper series
88
Research paper series / Swiss Finance Institute
88
Working paper / National Bureau of Economic Research, Inc.
88
Journal of financial economics
86
The European journal of finance
83
Asia-Pacific financial markets
77
Journal of econometrics
66
IMF working paper
64
Journal of financial and quantitative analysis : JFQA
64
Discussion paper / Centre for Economic Policy Research
62
The journal of finance : the journal of the American Finance Association
61
Energy economics
59
NBER Working Paper
58
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
SpringerLink / Bücher
56
SFB 649 discussion paper
54
Economic modelling
53
The review of financial studies
53
Annals of finance
52
International review of economics & finance : IREF
51
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ECONIS (ZBW)
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1
Government bailouts and monetary disequilibrium : common fundamentals in the Mexican and East Asian currency crises
Rajan, Ramkishen S.
;
Sugema, Iman
- In:
The North American journal of economics and finance : a …
11
(
2000
)
2
,
pp. 123-135
Persistent link: https://www.econbiz.de/10001544405
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2
Clearinghouse loan certificates as a lender of last resort
Hoag, Christopher
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 215-229
Persistent link: https://www.econbiz.de/10012117775
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3
Pricing options on stocks denominated in different currencies : theory and illustrations
Ng, Andrew C. Y.
;
Li, Johnny Siu-hang
;
Chan, Wai-Sum
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 339-354
Persistent link: https://www.econbiz.de/10010365762
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4
The non-uniform pricing effect of employee stock options using quantile regression
Kuo, Chii-shyan
;
Yu, Shihti
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 400-415
Persistent link: https://www.econbiz.de/10010367576
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5
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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6
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
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7
An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
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8
Static hedging of chained-type barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
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9
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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10
Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin
;
Siu-Hang Li, Johnny
;
Ng, Andrew Cheuk-Yin
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
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