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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Search: "Option pricing theory"
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Capital income
Kreditrisiko
Option pricing theory
111
Optionspreistheorie
111
Theorie
66
Theory
66
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37
United States
37
Volatility
29
Volatilität
29
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14
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Feunou, Bruno
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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
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
32
Journal of banking & finance
29
Review of derivatives research
19
Journal of financial economics
18
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
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Finance research letters
11
International journal of financial engineering
10
International review of financial analysis
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10
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9
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9
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9
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6
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6
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5
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5
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
14
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1
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
2
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
3
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
4
Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
5
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
6
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
7
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
8
Real options, volatility, and stock returns
Grullon, Gustavo
;
Lyandres, Evgeny
;
Zhdanov, Alexei
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1499-1538
Persistent link: https://www.econbiz.de/10010219837
Saved in:
9
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
10
Default risk in equity returns
Vassalou, Maria
;
Xing, Yuhang
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 831-868
Persistent link: https://www.econbiz.de/10002013826
Saved in:
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