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isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Index-Futures"
~subject:"Portfolio-Management"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
Portfolio-Management
Rohstoffderivat
Option pricing theory
55
Optionspreistheorie
55
Theorie
40
Theory
40
USA
20
United States
20
Volatility
15
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Carr, Peter
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
40
The journal of futures markets
37
Insurance / Mathematics & economics
32
Journal of banking & finance
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Quantitative finance
25
Journal of economic dynamics & control
24
Finance and stochastics
22
Review of derivatives research
18
Applied mathematical finance
17
European journal of operational research : EJOR
17
International journal of financial engineering
16
Journal of mathematical finance
14
Research paper series / Swiss Finance Institute
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The review of financial studies
13
International review of financial analysis
12
Mathematics and financial economics
12
Finance research letters
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
SpringerLink / Bücher
11
Energy economics
9
Journal of financial economics
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of computational finance
9
Annals of finance
8
International review of economics & finance : IREF
8
Journal of empirical finance
8
NBER Working Paper
8
NBER working paper series
8
Risks : open access journal
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of financial and quantitative analysis : JFQA
7
Mathematical methods of operations research
7
Scandinavian actuarial journal
7
The journal of derivatives : JOD
7
Applied economics
6
Applied economics letters
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ECONIS (ZBW)
16
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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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