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Adaptive Simulation Algorithms...
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Madan, Dilip B.
90
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87
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76
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75
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72
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62
Takahashi, Akihiko
62
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57
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56
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56
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49
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49
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48
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45
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42
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42
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39
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37
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36
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36
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35
Schlögl, Erik
35
McAleer, Michael
34
Tsionas, Efthymios G.
34
Kim, Young Shin
33
Christoffersen, Peter F.
32
Fusai, Gianluca
32
Glasserman, Paul
32
Korn, Ralf
32
Račev, Svetlozar T.
32
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32
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32
Siu, Tak Kuen
32
Wang, Xingchun
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4
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4
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4
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Federal Reserve Bank of St. Louis
3
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International journal of theoretical and applied finance
482
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276
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260
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256
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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207
European journal of operational research : EJOR
185
Review of derivatives research
173
Journal of economic dynamics & control
166
Computational economics
162
Insurance / Mathematics & economics
162
Finance research letters
145
Discussion paper / Tinbergen Institute
134
Risks : open access journal
124
NBER working paper series
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120
International journal of financial engineering
118
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113
Economics letters
102
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Applied economics
95
The European journal of finance
95
NBER Working Paper
92
The review of financial studies
91
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91
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90
The journal of finance : the journal of the American Finance Association
88
Asia-Pacific financial markets
84
Economic modelling
83
Review of quantitative finance and accounting
78
Energy economics
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of risk and financial management : JRFM
74
Journal of financial and quantitative analysis : JFQA
71
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101
The pricing of risk and sentiment : a study of executive stock options
Chang, Charles
;
Chen, Li-jiun
;
Fuh, Cheng-der
- In:
Financial management
42
(
2013
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10009735769
Saved in:
102
Valuing seller-defaultable options
Lu, Jin-ray
;
Chen, Yi-chun
;
Hwang, Chih-chiang
;
Ting, …
- In:
The journal of futures markets
33
(
2013
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10009699452
Saved in:
103
Price clustering in individual equity options : moneyness, maturity, and price level
Ap Gwilym, Owain
;
Verousis, Thanos
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10009702334
Saved in:
104
A framework for extracting the probability of default from stock option prices
Takeyama, Azusa
;
Constantinou, Nick
;
Vinogradov, Dmitri V.
-
2012
Persistent link: https://www.econbiz.de/10009660069
Saved in:
105
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
106
ITMs versus OTMs
Yoon, Sun-joong
;
Kang, So Hyun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009618794
Saved in:
107
Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
Saved in:
108
Updating the option implied probability of default methodology
Vilsmeier, Johannes
-
2011
Persistent link: https://www.econbiz.de/10009411340
Saved in:
109
Relationship between executive stock option exercises and earnings management
Lee, Kyung Tae
;
Lee, Sang Cheol
;
Choi, Suhyeun
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
6
,
pp. 856-888
Persistent link: https://www.econbiz.de/10009412146
Saved in:
110
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
Saved in:
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