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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Theorie
372
Theory
372
USA
82
United States
82
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65
Capital income
48
Kapitaleinkommen
48
Börsenkurs
47
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46
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33
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33
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30
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Option pricing theory
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Aufsatz in Zeitschrift
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27
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Ott, Steven Henry
3
Chen, Ren-Raw
2
Childs, Paul D.
2
Chung, San-lin
2
Schwartz, Eduardo S.
2
Attari, Mukarram
1
Bakshi, Gurdip S.
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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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
The journal of computational finance
66
Applied mathematical finance
60
Review of derivatives research
52
Journal of banking & finance
45
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
38
The journal of real estate finance and economics
38
The review of financial studies
35
Advances in futures and options research : a research annual
27
Journal of financial economics
27
Finance : revue de l'Association Française de Finance
20
The journal of fixed income
19
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Asia-Pacific financial markets
15
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Journal of econometrics
13
Mathematical methods of operations research
12
Journal of international money and finance
11
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
11
Applied financial economics
10
European finance review : the official journal of the European Finance Association
10
European financial management : the journal of the European Financial Management Association
10
Annals of finance
8
Finanzmarkt und Portfolio-Management
8
American journal of agricultural economics
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
7
International journal of business
7
OR-Spektrum : quantitative approaches in management
7
Schmalenbach business review : sbr
7
Advances in quantitative analysis of finance and accounting : a research annual
6
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ECONIS (ZBW)
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1
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
Saved in:
2
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
3
Trading volume in dealer markets
Malinova, Katya
;
Park, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1447-1484
Persistent link: https://www.econbiz.de/10008909159
Saved in:
4
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
Saved in:
5
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
6
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
Saved in:
7
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Saved in:
8
Analytical upper bounds for American option prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001661622
Saved in:
9
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
Saved in:
10
Derivatives performance attribution
Rubinstein, Mark
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001569200
Saved in:
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