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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~source:"econis"
~subject:"Theory"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
74
Optionspreistheorie
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20
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20
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11
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Renault, Eric
5
Carr, Peter
4
Touzi, Nizar
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Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Schwartz, Eduardo S.
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Bouchard, Bruno
2
Chen, Zhiwu
2
Fleming, Jeff
2
Laurent, Jean-Paul
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Luger, Richard
2
Monfort, Alain
2
Renault, Olivier
2
Wu, Liuren
2
Bergman, Yaacov Z.
1
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1
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1
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1
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1
Chance, Don M.
1
Clément, Emmanuelle
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Cooper, Ilan
1
Coval, Joshua
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Câmara, António
1
Darolles, Serge
1
Duffie, Darrell
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Dumas, Bernard
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Eldor, Rafi
1
Grenadier, Steven R.
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Hauser, Shmuel
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Ho, Teng-suan
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American Finance Association
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The journal of finance : the journal of the American Finance Association
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
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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 and quantitative analysis : JFQA
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Journal of financial economics
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
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Finance : revue de l'Association Française de Finance
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The journal of fixed income
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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1
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
2
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
4
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
Saved in:
5
Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
Saved in:
6
Options pricing on stocks in mergers and acquisitions
Subramanian, Ajay
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 795-829
Persistent link: https://www.econbiz.de/10002013825
Saved in:
7
What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
8
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
Saved in:
9
A generalization of the Brennan-Rubinstein approach for the pricing of derivatives
Câmara, António
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 805-819
Persistent link: https://www.econbiz.de/10001750603
Saved in:
10
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
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