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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Kreditrisiko"
~subject:"Optionsgeschäft"
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Option pricing theory
58
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
112
The journal of futures markets
91
Review of derivatives research
69
The journal of computational finance
68
Applied mathematical finance
64
Journal of banking & finance
63
Quantitative finance
61
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Finance research letters
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
Journal of economic dynamics & control
44
The North American journal of economics and finance : a journal of financial economics studies
43
International journal of financial engineering
39
Finance and stochastics
34
Journal of financial economics
34
Journal of mathematical finance
34
European journal of operational research : EJOR
32
Computational economics
30
Research paper series / Swiss Finance Institute
28
Asia-Pacific financial markets
26
Insurance / Mathematics & economics
26
The European journal of finance
24
International review of economics & finance : IREF
23
Review of quantitative finance and accounting
22
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of risk and financial management : JRFM
19
Risks : open access journal
19
International review of financial analysis
18
The journal of derivatives : JOD
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Economic modelling
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Swiss Finance Institute Research Paper
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Annals of finance
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Applied economics
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Applied economics letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of econometrics
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Journal of financial markets
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Journal of risk
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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
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
Saved in:
4
A tractable framework for option pricing with dynamic market maker inventory and wealth
Fournier, Mathieu
;
Jacobs, Kris
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1117-1162
Persistent link: https://www.econbiz.de/10012244210
Saved in:
5
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:
6
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:
7
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:
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
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:
10
Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
Saved in:
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