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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
The journal of computational finance
67
Applied mathematical finance
60
Review of derivatives research
52
Journal of banking & finance
46
The journal of finance : the journal of the American Finance Association
39
Journal of economic dynamics & control
38
The journal of real estate finance and economics
38
The review of financial studies
35
Working paper series / Centre for Practical Quantitative Finance
29
Gabler Edition Wissenschaft
28
Advances in futures and options research : a research annual
27
Journal of financial economics
27
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
21
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
The journal of fixed income
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Europäische Hochschulschriften / 5
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Asia-Pacific financial markets
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Lecture notes in economics and mathematical systems : LNEMS
15
Springer finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Journal of econometrics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
13
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ECONIS (ZBW)
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1
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
Saved in:
2
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
3
Trading volume in dealer markets
Malinova, Katya
;
Park, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1447-1484
Persistent link: https://www.econbiz.de/10008909159
Saved in:
4
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
Saved in:
5
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
6
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
Saved in:
7
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Saved in:
8
Analytical upper bounds for American option prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001661622
Saved in:
9
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
Saved in:
10
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:
11
Discontinuous interest rate processes : an equilibrium model for bond option prices
Attari, Mukarram
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001453389
Saved in:
12
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
13
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
14
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:
15
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
16
A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
Saved in:
17
Asian options, the sum of lognormals, and the reciprocal gamma distribution
Milevsky, Moshe Arye
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 409-422
Persistent link: https://www.econbiz.de/10001251497
Saved in:
18
Capital budgeting for interrelated projects : a real options approach
Childs, Paul D.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 305-334
Persistent link: https://www.econbiz.de/10001251501
Saved in:
19
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
20
The maximum entropy distribution of an asset inferred from option prices
Buchen, Peter W.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 143-159
Persistent link: https://www.econbiz.de/10001208197
Saved in:
21
On the mean-variance tradeoff in option replication with transactions costs
Toft, Klaus Bjerre
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
2
,
pp. 233-263
Persistent link: https://www.econbiz.de/10001208255
Saved in:
22
The pricing of multiclass commercial mortgage-backed securities
Childs, Paul D.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 581-603
Persistent link: https://www.econbiz.de/10001219187
Saved in:
23
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:
24
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:
25
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
Saved in:
26
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:
27
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
Saved in:
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