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isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Index-Futures"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
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Option pricing theory
53
Optionspreistheorie
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39
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39
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20
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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
International journal of theoretical and applied finance
226
Quantitative finance
112
Finance and stochastics
94
Applied mathematical finance
91
The journal of computational finance
88
Insurance / Mathematics & economics
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
International journal of financial engineering
66
The journal of futures markets
63
European journal of operational research : EJOR
61
Journal of mathematical finance
54
Journal of economic dynamics & control
53
Review of derivatives research
50
Computational economics
48
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47
Risks : open access journal
45
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
39
Research paper series / Swiss Finance Institute
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Annals of finance
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
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Journal of risk and financial management : JRFM
24
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SFB 649 discussion paper
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International review of financial analysis
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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
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:
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
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:
5
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:
6
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:
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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