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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Mathematical programming"
~subject:"Share price"
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CAPM
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
57
Journal of banking & finance
29
Advances in futures and options research : a research annual
26
The journal of finance : the journal of the American Finance Association
26
The review of financial studies
18
International journal of theoretical and applied finance
16
Review of quantitative finance and accounting
12
The European journal of finance
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Discussion paper / B
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The North American journal of economics and finance : a journal of financial economics studies
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
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Applied economics letters
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Finance research letters
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Global finance journal
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International review of financial analysis
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
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Review of derivatives research
8
The financial review : the official publication of the Eastern Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Economics letters
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Journal of empirical finance
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Pacific-Basin finance journal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied financial economics
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Journal of financial markets
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Research in international business and finance
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
2
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
3
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
4
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
5
Warrant pricing : jump-diffusion vs. Black-Scholes
Kremer, Joseph W.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10001149610
Saved in:
6
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
7
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
8
On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
Saved in:
9
The value of early exercise in option prices : an empirical investigation
Zivney, Terry L.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
1
,
pp. 129-138
Persistent link: https://www.econbiz.de/10001102359
Saved in:
10
The accelerated binomial option pricing model
Breen, Richard
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001106739
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