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isPartOf:"The journal of finance : the journal of the American Finance Association"
~source:"econis"
~subject:"Derivative"
~subject:"Theory"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
53
Optionspreistheorie
53
Theorie
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14
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14
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Carr, Peter
4
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2
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1
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1
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1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
Mathematical finance : an international journal of mathematics, statistics and financial theory
200
International journal of theoretical and applied finance
188
Finance and stochastics
120
Applied mathematical finance
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
101
The journal of futures markets
96
The journal of computational finance
95
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87
Journal of banking & finance
70
Journal of economic dynamics & control
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Advances in futures and options research : a research annual
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Asia-Pacific financial markets
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Energy economics
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Finance : revue de l'Association Française de Finance
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Risks : open access journal
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The journal of derivatives : JOD
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
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:
3
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:
4
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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