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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Kreditrisiko"
~subject:"Stochastic process"
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Option pricing theory
58
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Feunou, Bruno
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Fan, Zhenzhen
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
226
Quantitative finance
105
The journal of computational finance
93
Applied mathematical finance
92
Finance and stochastics
84
Insurance / Mathematics & economics
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
International journal of financial engineering
64
European journal of operational research : EJOR
60
Review of derivatives research
57
Journal of banking & finance
56
Journal of mathematical finance
52
The journal of futures markets
49
Computational economics
48
Journal of economic dynamics & control
44
Risks : open access journal
44
Finance research letters
43
The North American journal of economics and finance : a journal of financial economics studies
41
Research paper series / Swiss Finance Institute
34
Asia-Pacific financial markets
29
Journal of financial economics
29
Annals of finance
28
Journal of econometrics
28
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Journal of risk and financial management : JRFM
25
The European journal of finance
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Energy economics
21
Economic modelling
20
Review of quantitative finance and accounting
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
19
Mathematics and financial economics
18
Operations research letters
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SFB 649 discussion paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
16
International review of financial analysis
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Swiss Finance Institute Research Paper
15
Applied economics
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Mathematics of operations research
14
Journal of empirical finance
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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
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
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
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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
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:
10
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:
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