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~isPartOf:"Review of quantitative finance and accounting"
~subject:"United States"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
55
Optionspreistheorie
55
Volatility
26
Volatilität
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Option trading
17
Optionsgeschäft
17
Stochastic process
14
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Black-Scholes model
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Option pricing
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Burney, Robert B.
1
Chen, Ren-Raw
1
Chu, Quentin C.
1
He, Wei
1
Lee, Cheng F.
1
Lee, Yen-sheng
1
Lin, Yun-Yung
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Moore, William Theodore
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Palmon, Oded
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Tzeng, Gwo-hshiung
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Review of quantitative finance and accounting
The journal of futures markets
40
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
20
Journal of financial and quantitative analysis : JFQA
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of financial economics
14
Journal of banking & finance
13
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
American journal of agricultural economics
6
Finance and economics discussion series
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
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Discussion paper / Centre for Economic Policy Research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
CORE discussion paper : DP
3
CREATES research paper
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Canadian journal of agricultural economics : CJAE
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International journal of business
3
International review of financial analysis
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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ECONIS (ZBW)
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1
Do option traders on value and growth stocks react differently to new information?
He, Wei
;
Lee, Yen-sheng
;
Wei, Peihwang
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
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2
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
3
A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.
;
Tzeng, Gwo-hshiung
;
Wang, Shin-yun
- In:
Review of quantitative finance and accounting
25
(
2005
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
Saved in:
4
Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.
;
Lin, Yun-Yung
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
Saved in:
5
Valuation of callable warrants : theory and evidence
Burney, Robert B.
;
Moore, William Theodore
- In:
Review of quantitative finance and accounting
8
(
1997
)
1
,
pp. 5-18
Persistent link: https://www.econbiz.de/10001590873
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