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McAleer, Michael
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123
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119
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111
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102
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98
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98
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96
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91
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89
Ma, Feng
89
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84
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79
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79
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79
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78
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76
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76
Hammoudeh, Shawkat
75
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75
Bahmani-Oskooee, Mohsen
74
Koopman, Siem Jan
71
McMillan, David G.
71
Prokopczuk, Marcel
71
Platen, Eckhard
70
Caporin, Massimiliano
68
Ryu, Doojin
68
Schoutens, Wim
68
Takahashi, Akihiko
68
Hull, John
67
Christoffersen, Peter F.
65
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64
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61
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Chambre de commerce et d'industrie de Paris
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World Bank
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Basel Committee on Banking Supervision
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Federal Reserve Bank of St. Louis
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Organization of Securities Commissions
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Springer Fachmedien Wiesbaden
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
10
Verlag Dr. Kovač
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Devlet İstatistik Enstitüsü
9
Federal Reserve Bank of New York
9
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9
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7
Bonn Graduate School of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
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916
Energy economics
711
Journal of banking & finance
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International journal of theoretical and applied finance
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NBER working paper series
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Finance research letters
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578
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International review of financial analysis
467
Applied economics
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International review of economics & finance : IREF
406
The North American journal of economics and finance : a journal of financial economics studies
392
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390
Journal of econometrics
359
Applied financial economics
341
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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Applied mathematical finance
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Journal of empirical finance
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Economics letters
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294
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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
202
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ECONIS (ZBW)
RePEc
2,517
EconStor
1,223
USB Cologne (EcoSocSci)
855
USB Cologne (business full texts)
211
BASE
123
OLC EcoSci
23
ArchiDok
3
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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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