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384
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223
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152
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152
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139
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128
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119
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113
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103
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102
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102
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102
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102
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101
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89
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87
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85
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83
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82
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80
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79
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79
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79
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79
Todorov, Viktor
79
Cui, Zhenyu
76
Lien, Da-hsiang Donald
76
Bahmani-Oskooee, Mohsen
74
Prokopczuk, Marcel
74
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73
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73
Lux, Thomas
73
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72
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71
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71
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69
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International Organization of Securities Commissions
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Springer Fachmedien Wiesbaden
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711
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NBER working paper series
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Finance research letters
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International review of economics & finance : IREF
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392
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359
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Mathematical finance : an international journal of mathematics, statistics and financial theory
339
The journal of derivatives : the official publication of the International Association of Financial Engineers
326
Journal of financial economics
311
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Applied economics letters
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294
Quantitative finance
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Finance and stochastics
292
The journal of computational finance
283
Research in international business and finance
282
Journal of economic dynamics & control
267
Journal of international financial markets, institutions & money
263
Journal of risk and financial management : JRFM
252
Journal of international money and finance
251
The European journal of finance
250
The journal of finance : the journal of the American Finance Association
241
Discussion paper / Tinbergen Institute
234
Review of derivatives research
224
The review of financial studies
222
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
219
Journal of financial and quantitative analysis : JFQA
218
Pacific-Basin finance journal
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ECONIS (ZBW)
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RePEc
2,517
EconStor
1,221
USB Cologne (EcoSocSci)
855
USB Cologne (business full texts)
211
BASE
123
OLC EcoSci
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Date (oldest first)
1
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
3
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal
- In:
Mudra : journal of finance and accounting
5
(
2018
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
Saved in:
6
A note on the implied
volatility
of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
7
Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare
;
Srikanth, Potharla
- In:
Global business review
17
(
2016
)
6
,
pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
Saved in:
8
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
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