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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
572
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572
USA
99
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76
Portfolio selection
64
Portfolio-Management
64
Capital income
60
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60
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59
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Rosenberg, Joshua V.
8
Engle, Robert F.
4
Ott, Steven Henry
3
Brenner, Menachem
2
Chen, Ren-Raw
2
Childs, Paul D.
2
Christensen, Bent Jesper
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Chung, San-lin
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1
Bakshi, Gurdip S.
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Busch, Thomas
1
Chang, Hsieh-chung
1
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1
Das, Sanjiv R.
1
Eldor, Rafi
1
Eom, Young Ho
1
Friesen, Geoffrey C.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hasan, Iftekhar
1
Hauser, Shmuel
1
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1
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1
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Centre for Analytical Finance <Århus>
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Journal of financial and quantitative analysis : JFQA
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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
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
15
Lecture notes in economics and mathematical systems : LNEMS
15
Springer finance
15
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
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ECONIS (ZBW)
59
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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
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
Saved in:
8
The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
-
2005
Persistent link: https://www.econbiz.de/10002670536
Saved in:
9
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
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