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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Kreditrisiko"
~subject:"Risiko"
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Option pricing theory
58
Optionspreistheorie
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27
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17
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15
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Feunou, Bruno
2
Barraquand, Jérôme
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Christoffersen, Peter F.
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Fan, Zhenzhen
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Hu, Guanglian
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Hull, John
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
49
Journal of banking & finance
36
Review of derivatives research
28
Insurance / Mathematics & economics
24
Quantitative finance
23
Applied mathematical finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of financial economics
18
Research paper series / Swiss Finance Institute
18
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of futures markets
16
Finance and stochastics
15
The journal of computational finance
15
Finance research letters
14
International journal of financial engineering
13
International review of financial analysis
13
European journal of operational research : EJOR
12
Journal of economic dynamics & control
12
Review of quantitative finance and accounting
12
The European journal of finance
12
The journal of finance : the journal of the American Finance Association
12
Journal of empirical finance
11
Journal of mathematical finance
11
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The review of financial studies
10
Applied economics letters
9
Asia-Pacific financial markets
9
Journal of risk and financial management : JRFM
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Annals of finance
8
Journal of financial markets
8
Economics letters
7
International review of economics & finance : IREF
7
Mathematics and financial economics
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Swiss Finance Institute Research Paper
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Working paper
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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
Numerical valuation of high dimensional multivariate American securities
Barraquand, Jérôme
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 383-405
Persistent link: https://www.econbiz.de/10001218101
Saved in:
8
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:
9
Investment under uncertainty : the case of replacement investment decisions
Mauer, David C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 581-605
Persistent link: https://www.econbiz.de/10001218094
Saved in:
10
Assessing credit risk in a financial institution's off-balance sheet commitments
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 489-501
Persistent link: https://www.econbiz.de/10001082076
Saved in:
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