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Capital income
Stochastischer Prozess
17,272
Stochastic process
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Optionspreistheorie
14,838
Option pricing theory
14,377
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Jacobs, Kris
14
Madan, Dilip B.
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Chernov, Mikhail
11
Goyal, Amit
11
McAleer, Michael
11
Todorov, Viktor
11
Christoffersen, Peter F.
10
Heston, Steven L.
10
Tauchen, George Eugene
10
Asai, Manabu
9
Bali, Turan G.
9
Bollerslev, Tim
8
Feunou, Bruno
8
Fodor, Andy
8
Benzoni, Luca
7
Cao, Jie
7
Caporin, Massimiliano
7
Han, Bing
7
Jones, Christopher S.
7
Muravyev, Dmitriy
7
Vasquez, Aurelio
7
Xiao, Xiao
7
Andersen, Torben
6
Goldstein, Robert S.
6
Li, Jia
6
Martin, Ian
6
Murray, Scott
6
Schlag, Christian
6
Stübinger, Johannes
6
Zhan, Xintong
6
Backus, David
5
Choy, Siu Kai
5
Collin-Dufresne, Pierre
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Endres, Sylvia
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Frazzini, Andrea
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Härdle, Wolfgang
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Journal of banking & finance
29
Journal of financial economics
22
Journal of econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of empirical finance
17
Quantitative finance
17
The journal of futures markets
14
Finance research letters
13
Insurance / Mathematics & economics
13
The journal of finance : the journal of the American Finance Association
13
International review of financial analysis
12
The European journal of finance
12
Econometric reviews
11
Journal of risk and financial management : JRFM
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The review of financial studies
11
Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
9
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
9
NBER working paper series
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Economics letters
8
International journal of theoretical and applied finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied financial economics
7
Energy economics
7
International journal of forecasting
7
International review of economics & finance : IREF
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NBER Working Paper
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Swiss Finance Institute Research Paper
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Finance and stochastics
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Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of forecasting
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
1,121
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1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
3
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
4
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
5
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
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6
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
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7
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
8
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
9
An institutional evaluation of pension funds and life insurance companies
Broeders, Dirk
;
Chen, An
;
Koos, Birgit
-
2009
Persistent link: https://www.econbiz.de/10003912624
Saved in:
10
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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