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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of financial studies"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Search: "Option pricing theory"
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Capital income
Kreditrisiko
Option pricing theory
108
Optionspreistheorie
108
Theorie
62
Theory
62
USA
43
United States
43
Volatility
23
Volatilität
23
Kapitaleinkommen
13
Yield curve
12
Zinsstruktur
12
Option trading
10
Optionsgeschäft
10
Derivat
9
Derivative
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Index futures
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Index-Futures
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Stochastic process
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Stochastischer Prozess
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Estimation
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Risikoprämie
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Risk premium
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Schätzung
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Aktienoption
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Börsenkurs
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Stock option
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ARCH model
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Christoffersen, Peter F.
2
Feunou, Bruno
2
Jacobs, Kris
2
Vanden, Joel M.
2
Baele, Lieven
1
Bakshi, Gurdip S.
1
Broadie, Marc
1
Chernov, Mikhail
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Cremers, Martijn
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Duffie, Darrell
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Ebert, Sebastian
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Fan, Zhenzhen
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Hu, Guanglian
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Kapadia, Nikunj
1
Lando, David
1
Liu, Yuguo
1
Londono, Juan M.
1
Madan, Dilip B.
1
Meddahi, Nour
1
Mimouni, Karim
1
Okou, Cédric
1
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1
Singleton, Kenneth J.
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Spalt, Oliver
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Turnbull, Stuart M.
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Vasquez, Aurelio
1
Weinbaum, David
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Journal of financial and quantitative analysis : JFQA
The review of financial studies
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
14
Applied mathematical finance
13
Insurance / Mathematics & economics
13
The journal of computational finance
12
Finance research letters
11
International journal of financial engineering
10
International review of financial analysis
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
The European journal of finance
9
Applied economics letters
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
Finance and stochastics
7
Journal of financial markets
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
International review of economics & finance : IREF
5
Journal of econometrics
5
The journal of fixed income
5
Annals of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Review of finance : journal of the European Finance Association
4
Scandinavian actuarial journal
4
Serie documentos de trabajo
4
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
15
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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
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:
3
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:
4
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
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
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
8
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:
9
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
Saved in:
10
Option coskewness and capital asset pricing
Vanden, Joel M.
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1279-1320
Persistent link: https://www.econbiz.de/10003391759
Saved in:
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