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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Derivat
81
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81
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76
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76
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70
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70
Option pricing theory
55
Optionspreistheorie
55
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24
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Whaley, Robert E.
7
Longstaff, Francis A.
6
Carr, Peter
5
Johnson, Herbert
4
Schwartz, Eduardo S.
4
Figlewski, Stephen
3
Fleming, Jeff
3
Lo, Andrew W.
3
Ritchken, Peter H.
3
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
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2
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2
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2
Chen, Zhiwu
2
Chernov, Mikhail
2
Collin-Dufresne, Pierre
2
Coval, Joshua
2
Duffie, Darrell
2
Grundy, Bruce D.
2
Hull, John
2
Jackwerth, Jens Carsten
2
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2
Morgan, George Emir
2
Poteshman, Allen M.
2
Rubinstein, Mark
2
Sarin, Atulya
2
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2
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2
Shumway, Tyler
2
Spatt, Chester S.
2
Subrahmanyam, Marti G.
2
Sundaresan, Suresh M.
2
Torous, Walter N.
2
Wilhelm, William J.
2
Xing, Yuhang
2
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1
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American Finance Association
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The journal of finance : the journal of the American Finance Association
NBER Working Papers
777
The journal of futures markets
733
MPRA Paper
678
International journal of theoretical and applied finance
581
Working Paper
434
Journal of banking & finance
404
Research paper series / Swiss Finance Institute
377
CEPR Discussion Papers
365
ECB Working Paper
317
Mathematical finance : an international journal of mathematics, statistics and financial theory
309
The journal of derivatives : the official publication of the International Association of Financial Engineers
302
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277
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274
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272
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263
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260
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226
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213
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200
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186
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163
Journal of economic dynamics & control
162
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162
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161
IMF Working Papers
152
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151
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141
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138
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137
CESifo Working Paper Series
135
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135
IESE Research Papers
134
Journal of risk and financial management : JRFM
134
Risks : open access journal
132
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ECONIS (ZBW)
149
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1
[Rezension von: Hull, John, Options, futures, and other
derivative
securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Saved in:
2
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
3
Derivative
pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
4
On the optimality of portfolio insurance
Benninga, Simon
- In:
The journal of finance : the journal of the American …
40
(
1985
)
5
,
pp. 1341-1352
Persistent link: https://www.econbiz.de/10001007042
Saved in:
5
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10001080354
Saved in:
6
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
7
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
8
Model specification and risk premia : evidence from futures options
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Saved in:
9
Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
Saved in:
10
Implied binomial trees
Rubinstein, Mark
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
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