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isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Index-Futures"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
Portfolio-Management
Option pricing theory
51
Optionspreistheorie
51
Theorie
39
Theory
39
USA
19
United States
19
Volatility
15
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15
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11
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Carr, Peter
2
Wu, Liuren
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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
Li, Shuaiqi
1
Mo, Haitao
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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
36
Insurance / Mathematics & economics
32
The journal of futures markets
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Journal of economic dynamics & control
23
Quantitative finance
23
Finance and stochastics
21
Journal of banking & finance
20
International journal of financial engineering
16
Applied mathematical finance
15
European journal of operational research : EJOR
13
Journal of mathematical finance
13
Review of derivatives research
13
International review of financial analysis
11
Mathematics and financial economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
The review of financial studies
11
Finance research letters
10
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Journal of financial economics
8
The journal of computational finance
8
Journal of empirical finance
7
Mathematical methods of operations research
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The journal of derivatives : JOD
7
Annals of finance
6
Astin bulletin : the journal of the International Actuarial Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Review of finance : journal of the European Finance Association
6
Risk and decision analysis
6
The European journal of finance
6
Advances in futures and options research : a research annual
5
Applied economics
5
Applied economics letters
5
Computational Management Science : CMS
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ECONIS (ZBW)
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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
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