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Option pricing theory
Indien
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Cui, Zhenyu
48
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38
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35
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32
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30
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International journal of theoretical and applied finance
233
Quantitative finance
134
Applied mathematical finance
118
The journal of futures markets
104
The journal of computational finance
93
Journal of banking & finance
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Review of derivatives research
79
Finance research letters
62
European journal of operational research : EJOR
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International journal of financial engineering
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Journal of mathematical finance
61
Finance and stochastics
58
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Journal of economic dynamics & control
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
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Risks : open access journal
48
Journal of econometrics
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Research paper series / Swiss Finance Institute
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The European journal of finance
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Insurance / Mathematics & economics
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Annals of finance
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Energy economics
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Journal of financial economics
31
International review of economics & finance : IREF
29
Review of quantitative finance and accounting
29
Journal of risk and financial management : JRFM
27
Applied economics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of empirical finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
23
Economic modelling
23
International review of financial analysis
23
The journal of derivatives : JOD
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
NBER working paper series
21
SFB 649 discussion paper
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ECONIS (ZBW)
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1
Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S.
- In:
International journal of business and globalisation : IJBG
37
(
2024
)
4
,
pp. 535-554
Persistent link: https://www.econbiz.de/10015063989
Saved in:
2
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
3
Spot market and
derivative
segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
4
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Saved in:
5
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
6
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
Saved in:
7
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
8
Can
derivative
information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
9
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
10
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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