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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Option pricing theory
53
Optionspreistheorie
53
Theorie
39
Theory
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USA
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United States
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Volatility
14
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
467
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255
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ECONIS (ZBW)
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
3
Advance refundings of municipal bonds
Ang, Andrew
;
Green, Richard C.
;
Longstaff, Francis A.
; …
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1645-1682
Persistent link: https://www.econbiz.de/10011738924
Saved in:
4
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
Saved in:
5
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
6
Real options, volatility, and stock returns
Grullon, Gustavo
;
Lyandres, Evgeny
;
Zhdanov, Alexei
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1499-1538
Persistent link: https://www.econbiz.de/10010219837
Saved in:
7
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
8
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
Saved in:
9
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
10
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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