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isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Derivative"
~subject:"Index-Futures"
~subject:"Portfolio-Management"
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Search: subject_exact:"Optionspreistheorie"
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Derivative
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Option pricing theory
55
Optionspreistheorie
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40
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40
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
126
Applied mathematical finance
74
Quantitative finance
60
The journal of futures markets
59
Review of derivatives research
54
Journal of banking & finance
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Insurance / Mathematics & economics
43
Finance and stochastics
40
Journal of economic dynamics & control
40
Journal of mathematical finance
40
European journal of operational research : EJOR
39
The journal of computational finance
37
International journal of financial engineering
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Finance research letters
27
Risks : open access journal
26
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
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International review of financial analysis
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SpringerLink / Bücher
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The European journal of finance
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Research paper series / Swiss Finance Institute
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The journal of derivatives : JOD
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Applied economics letters
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Mathematics and financial economics
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International review of economics & finance : IREF
18
Journal of econometrics
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Annals of finance
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Computational economics
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Journal of financial economics
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Journal of risk and financial management : JRFM
15
Mathematical finance : an international journal of mathematics, statistics and financial economics
15
The review of financial studies
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NBER working paper series
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Wiley finance series
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
17
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1
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
2
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:
3
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:
4
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:
5
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
6
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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
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:
9
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:
10
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
Saved in:
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