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Option pricing theory
79
Optionspreistheorie
79
Theorie
27
Theory
27
Volatility
26
Volatilität
26
Option trading
21
Optionsgeschäft
21
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English
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Bakshi, Gurdip S.
4
Christoffersen, Peter F.
4
Jacobs, Kris
4
Ornthanalai, Chayawat
4
Carr, Peter
3
Newton, David P.
3
Wu, Liuren
3
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2
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Du, Du
2
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2
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2
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2
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2
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2
Panayotov, George
2
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2
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2
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2
Yermack, David L.
2
Zhang, Chu
2
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1
Ai, Hengjie
1
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1
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Journal of financial economics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
113
Journal of mathematical finance
107
Finance research letters
103
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
57
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
46
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ECONIS (ZBW)
79
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
Pricing of index options in incomplete markets
Almeida, Caio
;
Freire, Gustavo
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
Saved in:
4
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
5
Rare disaster probability and options pricing
Barro, Robert J.
;
Liao, Gordon Y.
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 750-769
Persistent link: https://www.econbiz.de/10012693734
Saved in:
6
Index option returns and generalized entropy bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
7
Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar
;
Tayal, Jitendra
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
Saved in:
8
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
9
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
10
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
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