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Preference-free option pricing...
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Option pricing theory
30
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Heston, Steven L.
99
Nandi, Saikat
47
Sadka, Ronnie
17
Jacobs, Kris
15
Rouwenhorst, K. Geert
9
Christoffersen, Peter F.
8
Korajczyk, Robert A.
7
Wessels, Roberto E.
7
Christoffersen, Peter
5
Li, Shuaiqi
4
Willard, Gregory A.
4
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3
Jones, Christopher S.
3
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3
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3
Mo, Haitao
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3
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3
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2
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
84
RePEc
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16
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5
USB Cologne (EcoSocSci)
1
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71
Seasonality in the cross section of stock returns : the international evidence
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1133-1160
Persistent link: https://www.econbiz.de/10008906170
Saved in:
72
Option anomalies and the pricing kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2010
Persistent link: https://www.econbiz.de/10009161205
Saved in:
73
Are you trading predictably?
Heston, Steven L.
;
Korajczyk, Robert A.
;
Sadka, Ronnie
; …
- In:
Financial analysts' journal : FAJ
67
(
2011
)
2
,
pp. 36-44
Persistent link: https://www.econbiz.de/10008991961
Saved in:
74
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
75
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003861274
Saved in:
76
Intraday patterns in the cross-section of stock returns
Heston, Steven L.
;
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1369-1408
Persistent link: https://www.econbiz.de/10008797919
Saved in:
77
Option valuation with conditional skewness
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10003298580
Saved in:
78
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
79
Options and bubbles
Heston, Steven L.
;
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
Saved in:
80
Seasonality in the cross-section of stock returns
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 418-445
Persistent link: https://www.econbiz.de/10003629063
Saved in:
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