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subject:"Option pricing theory"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Behavioural finance"
~subject:"United States"
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Option pricing theory
Behavioural finance
United States
Commodity derivative
10
Rohstoffderivat
10
Theorie
7
Theory
7
Optionspreistheorie
4
Currency derivative
2
Oil market
2
Speculation
2
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USA
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Währungsderivat
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Ölmarkt
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1970-1993
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1990-1991
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Algorithmic traders
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Anlageverhalten
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Arbitrage
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Arbitrage Pricing
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Arbitrage pricing
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Bubbles
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Cancellation rates
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Capital income
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Capital market returns
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Cattle
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Ederington, Louis H.
1
Fernando, Chitru S.
1
Fishe, Raymond P. H.
1
Haynes, Richard
1
Hilliard, Jimmy E.
1
Holland, Kateryna V.
1
Lee, Thomas
1
Linn, Scott C.
1
Melick, William Robert
1
Miltersen, Kristian R.
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Onur, Esen
1
Reis, Jorge
1
Schwartz, Eduardo S.
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
111
Energy economics
40
American journal of agricultural economics
21
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
18
Journal of banking & finance
17
Journal of agricultural and applied economics
14
Working paper / National Bureau of Economic Research, Inc.
14
The review of financial studies
12
Applied financial economics
11
Finance research letters
11
International review of financial analysis
11
The handbook of commodity investing
11
International review of economics & finance : IREF
10
The energy journal
9
The journal of alternative investments
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
7
Applied economics letters
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Agricultural economics : the journal of the International Association of Agricultural Economists
6
International Journal of Energy Economics and Policy : IJEEP
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Canadian journal of agricultural economics : CJAE
5
Econometric Institute research papers
5
European journal of operational research : EJOR
5
International journal of theoretical and applied finance
5
Journal of empirical finance
5
Quantitative finance
5
Review of derivatives research
5
Review of financial economics : RFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of energy finance & development
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Review of quantitative finance and accounting
4
The journal of investment compliance
4
Wiley trading series
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1
Dynamics of arbitrage
Ederington, Louis H.
;
Fernando, Chitru S.
;
Holland, …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Saved in:
2
Anticipatory traders and trading speed
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 729-758
Persistent link: https://www.econbiz.de/10012138935
Saved in:
3
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
4
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
5
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
6
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
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