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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"CAPM"
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CAPM
Option pricing theory
203
Optionspreistheorie
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Theorie
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92
United States
92
Option trading
86
Optionsgeschäft
86
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23
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Fabozzi, Frank J.
2
Hull, John
2
Carr, Peter
1
Chambers, Donald Robert
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Fengler, Matthias R.
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Figlewski, Stephen
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Galai, Dan
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Hamza, Kais
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Hung, Mao-Wei
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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
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1
Klebaner, Fima C.
1
Lee, Geoffrey
1
Lin, Shih-kuei
1
Lindsay, Kenneth A.
1
Lu, Qin
1
Mentink, Albert
1
Nauta, Bert-Jan
1
Orosi, Greg
1
Račev, Svetlozar T.
1
Russo, Emilio
1
Schmid, Bernd
1
Schwendner, Peter
1
Shraiber, Bentsi
1
Staino, Alessandro
1
Stoyanov, Stoyan V.
1
Tian, Yu
1
Vermaelen, Theo
1
Voort, Martijn van der
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of portfolio management : a publication of Institutional Investor
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
The financial review : the official publication of the Eastern Finance Association
47
The accounting review : a publication of the American Accounting Association
14
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
10
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
10
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
8
Journal of corporate treasury management : the official publication of the Finance and Treasury Association
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
3
Journal of real estate research : JRER ; a publication of the American Real Estate Society
3
GITAM journal of management : a quarterly publication of GITAM Institute of Management
2
International journal of sustainable economies management : an official publication of the Information Resources Management Association
2
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
2
Journal of real estate literature : a publication of the American Real Estate Society
2
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
2
An institutional investor publication
1
Cuadernos de administración : quarterly publication of Facultad de Ciencias de la Administración, Universidad del Valle
1
International journal of corporate finance and accounting : IJCFA ; an international publication of the Information Resources Management Association
1
Journal of global information management : an official publication of the Information Resources Management Association
1
Nepalese journal of economics : a publication of Uniglobe College
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of business and economic research : RBER ; a publication of the Division of Business and Economic Research, College of Business Administration, University of New Orleans
1
Review of regional research : a publication of the German-speaking section of the Regional Science Association International, Gesellschaft für Regionalforschung
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society
1
The economic journal of Nepal : a quarterly publication of the Central Department of Economics, Tribhuvan University
1
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ECONIS (ZBW)
23
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1
The determinants of CoCo bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012306156
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
Saved in:
4
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
5
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
Saved in:
6
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
7
Internal valuation of assets with liquidity risk
Nauta, Bert-Jan
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 70-83
Persistent link: https://www.econbiz.de/10011687343
Saved in:
8
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
9
Calibrating and pricing with a stochastic-local volatility model
Tian, Yu
;
Zhu, Zili
;
Lee, Geoffrey
;
Klebaner, Fima C.
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011399673
Saved in:
10
Volatility-decay risk premia
Galai, Dan
;
Kedar-Levy, Haim
;
Shraiber, Bentsi
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10011634591
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