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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
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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
264
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
European journal of operational research : EJOR
147
Insurance / Mathematics & economics
139
Finance research letters
136
Journal of economic dynamics & control
134
The journal of gambling business and economics
131
Applied economics
127
International journal of financial engineering
116
NBER working paper series
115
Computational economics
108
Journal of mathematical finance
107
Risks : open access journal
105
Working paper / National Bureau of Economic Research, Inc.
97
Journal of financial economics
93
The European journal of finance
91
Research paper series / Swiss Finance Institute
89
Economics letters
88
NBER Working Paper
85
Asia-Pacific financial markets
77
Applied economics letters
68
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
Energy economics
62
Journal of financial and quantitative analysis : JFQA
62
The journal of finance : the journal of the American Finance Association
61
Working paper
59
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Economic modelling
56
SFB 649 discussion paper
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ECONIS (ZBW)
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1
Lottery-like momentum in the cryptocurrency market
Lin, Chiao-Han
;
Yen, Kuang-Chieh
;
Cheng, Hui-Pei
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013188352
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2
Loss from the chasing of MAX stocks : evidence from China
Gao, Ya
;
Han, Xing
;
Xiong, Xiong
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188437
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3
Lottery mindset, mispricing and idiosyncratic volatility puzzle : evidence from the Chinese stock market
Hoang Van Hai
;
Park, Jong Won
;
Tsai, Ping-Chen
;
Eom, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012665099
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4
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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5
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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6
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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7
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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8
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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9
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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10
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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