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~isPartOf:"The review of financial studies"
~isPartOf:"Europäische Hochschulschriften / 5"
~subject:"Stock option"
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Search: "Option pricing theory"
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Stock option
Optionspreistheorie
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Option pricing theory
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The review of financial studies
Europäische Hochschulschriften / 5
Journal of financial economics
13
The journal of futures markets
12
Review of quantitative finance and accounting
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
2
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
Saved in:
3
Identifizierung, Visualisierung und Analyse der Volatilitätsoberflächen von DAX-Optionen mit neuronalen Netzen
Koserski, Jan
-
2006
Persistent link: https://www.econbiz.de/10003158758
Saved in:
4
Costs and incentive effects of stock option repricing
Neubauer, Ulrike
-
2004
Persistent link: https://www.econbiz.de/10001962029
Saved in:
5
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
6
Employee reload options : pricing, hedging, and optimal exercise
Dybvig, Philip H.
;
Loewenstein, Mark A.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 145-171
Persistent link: https://www.econbiz.de/10001764188
Saved in:
7
Die Reaktion des Aktienmarktes auf die Einführung von standardisierten Aktienoptionen : eine empirische Untersuchung für Deutschland, Österreich und die Schweiz
Windlin, Peter
-
1999
Persistent link: https://www.econbiz.de/10000669815
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