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The review of financial studies
European journal of operational research : EJOR
748
Energy economics
731
Finance research letters
727
International journal of theoretical and applied finance
669
The journal of futures markets
630
NBER working paper series
590
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560
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501
International review of financial analysis
467
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458
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431
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427
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278
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257
Journal of risk and financial management : JRFM
254
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ECONIS (ZBW)
212
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1
Implied stochastic
volatility
models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
2
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic
volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Saved in:
3
Volatility
dynamics for the S&P500 : evidence from realized
volatility
, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
4
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
Saved in:
5
When does extra risk strictly increase an option's value?
Rasmusen, Eric
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10003621199
Saved in:
6
Insider and liquidity trading in stock and options markets
Biais, Bruno
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
Saved in:
7
Investor sentiment and option prices
Han, Bing
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
Saved in:
8
Information quality and options
Vanden, Joel M.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
Saved in:
9
Delta-hedged gains and the negative market
volatility
risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
10
Does option trading have a pervasive impact on underlying stock prices?
Ni, Sophie X.
;
Pearson, Neil D.
;
Poteshman, Allen M.
; …
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 1952-1986
Persistent link: https://www.econbiz.de/10012504731
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