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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Commodity derivative"
~subject:"Kreditrisiko"
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Capital income
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Option pricing theory
58
Optionspreistheorie
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27
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27
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17
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17
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15
Volatilität
15
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Feunou, Bruno
2
Christoffersen, Peter F.
1
Cremers, Martijn
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Fan, Zhenzhen
1
Hilliard, Jimmy E.
1
Hu, Guanglian
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Jacobs, Kris
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Liu, Yuguo
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Meddahi, Nour
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Melick, William Robert
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Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
39
International journal of theoretical and applied finance
36
Review of derivatives research
23
The journal of futures markets
23
Quantitative finance
19
Journal of financial economics
18
Applied mathematical finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
Insurance / Mathematics & economics
13
The journal of computational finance
13
Finance research letters
12
International review of financial analysis
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Asia-Pacific financial markets
11
European journal of operational research : EJOR
11
Research paper series / Swiss Finance Institute
11
International journal of financial engineering
10
Journal of empirical finance
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
Applied economics letters
9
Energy economics
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Review of quantitative finance and accounting
9
The European journal of finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Finance and stochastics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Journal of financial markets
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Journal of risk and financial management : JRFM
6
Annals of finance
5
International review of economics & finance : IREF
5
Journal of econometrics
5
The journal of fixed income
5
Annals of financial economics
4
Cogent economics & finance
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Decisions in economics and finance : a journal of applied mathematics
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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
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:
5
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:
6
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:
7
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:
8
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
9
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
10
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
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