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Advances in futures and options research : a research annual
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of futures markets
33
The journal of computational finance
32
Computational economics
31
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
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Journal of mathematical finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
13
Journal of economic dynamics & control
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Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
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Review of quantitative finance and accounting
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Risks : open access journal
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The review of financial studies
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CoFE Discussion Paper
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European journal of operational research : EJOR
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Annals of financial economics
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Applied economics
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Applied financial economics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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1
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
2
The valuation of American options with the method of lines
Meyer, Gunter H.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 265-285
Persistent link: https://www.econbiz.de/10001226748
Saved in:
3
Numeraire invariance and generalized risk neutral valuation
Kocić, Aleksandar
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 157-173
Persistent link: https://www.econbiz.de/10001226761
Saved in:
4
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
5
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
6
Using stock price as numeraire in option pricing models with nonconstant volatility
Li, Anlong
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 37-49
Persistent link: https://www.econbiz.de/10001226775
Saved in:
7
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Saved in:
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