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Testing option pricing models
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Option pricing theory
7,316
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7,316
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Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
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34
Kwok, Yue-Kuen
34
Wang, Xingchun
32
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31
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30
Siu, Tak Kuen
29
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27
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24
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23
Kim, Young Shin
21
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21
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20
Levendorskij, Sergej Z.
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Račev, Svetlozar T.
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Joshi, Mark S.
19
Wu, Liuren
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Zanette, Antonino
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Lin, Shih-kuei
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Ryu, Doojin
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Chung, San-lin
15
Eberlein, Ernst
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Jacobs, Kris
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Lee, Hangsuck
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Xu, Wei
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Fusai, Gianluca
14
Hainaut, Donatien
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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International journal of theoretical and applied finance
467
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Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
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Finance and stochastics
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Quantitative finance
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Review of derivatives research
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
132
Journal of economic dynamics & control
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International journal of financial engineering
116
Finance research letters
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Journal of mathematical finance
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Computational economics
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Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
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Journal of financial economics
78
Asia-Pacific financial markets
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Journal of econometrics
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Energy economics
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Review of quantitative finance and accounting
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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Mathematics and financial economics
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Journal of empirical finance
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ECONIS (ZBW)
7,316
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1
Loan guarantees : an option pricing theory perspective
Pizzutilo, Fabio
;
Calò, Francesco
- In:
International journal of economics and financial issues …
5
(
2015
)
4
,
pp. 905-909
Persistent link: https://www.econbiz.de/10011455288
Saved in:
2
Mitigating risk incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi
;
Yu, Mei
;
Inoue, Hiroshi
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010508012
Saved in:
3
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
4
Modèle d'évaluation d'un actif contingent aux taux d'intérêt et à deux actifs risqués
Augros, Jean-Claude
;
Queruel, Michel
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
1
,
pp. 7-39
Persistent link: https://www.econbiz.de/10001398786
Saved in:
5
Processus de diffusion et biais de discrétisation : une analyse empirique par inférence indirecte appliquée aux taux d'intérêt
De Winne, Rudy
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10001398790
Saved in:
6
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
7
An application of Bayesian option pricing to the soybean market
Foster, F. Douglas
;
Whiteman, Charles H.
- In:
American journal of agricultural economics
81
(
1999
)
3
,
pp. 722-727
Persistent link: https://www.econbiz.de/10001400366
Saved in:
8
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
9
The informational content of US listed options on foreign equity securities : the case of Telmex and the peso devaluation
Buttimer, Richard J.
;
Swidler, Steven Mark
- In:
Journal of international financial markets, …
8
(
1998
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10001402087
Saved in:
10
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001402196
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