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isPartOf:"The journal of finance : the journal of the American Finance Association"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
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Option pricing theory
53
Optionspreistheorie
53
Theorie
39
Theory
39
USA
20
United States
20
Volatility
14
Volatilität
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CAPM
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Interest rate derivative
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Fleming, Jeff
2
Aït-Sahalia, Yacine
1
Bakshi, Gurdip S.
1
Bollerslev, Tim
1
Bunch, David S.
1
Bühler, Wolfgang
1
Cao, Charles Q.
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Chen, Zhiwu
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Dumas, Bernard
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Lo, Andrew W.
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Ritchken, Peter
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Schwartz, Eduardo S.
1
Shumway, Tyler
1
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1
Todorov, Viktor
1
Toft, Klaus Bjerre
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1
Uhrig-Homburg, Marliese
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
42
Journal of banking & finance
26
Journal of econometrics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Finance research letters
15
International journal of theoretical and applied finance
15
Journal of financial economics
15
Research paper series / Swiss Finance Institute
15
Journal of empirical finance
14
Quantitative finance
12
Gabler Edition Wissenschaft
10
Review of derivatives research
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Working paper / National Bureau of Economic Research, Inc.
9
NBER working paper series
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SFB 649 discussion paper
8
Working paper
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Applied economics
7
International journal of financial engineering
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial and quantitative analysis : JFQA
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of computational finance
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Journal of economic dynamics & control
6
Journal of mathematical finance
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied financial economics
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Asia-Pacific journal of financial studies
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CREATES research paper
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Economics letters
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ECONIS (ZBW)
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1
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:
2
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:
3
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Saved in:
4
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
5
The American put option and its critical stock price
Bunch, David S.
;
Johnson, Herbert
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10001524444
Saved in:
6
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Saved in:
7
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
8
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
9
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
10
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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