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isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Index-Futures"
~subject:"Portfolio-Management"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
Portfolio-Management
Option pricing theory
53
Optionspreistheorie
53
Theorie
39
Theory
39
USA
20
United States
20
Volatility
14
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Carr, Peter
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1
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1
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1
Mo, Haitao
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
36
Insurance / Mathematics & economics
32
The journal of futures markets
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Journal of economic dynamics & control
24
Quantitative finance
23
Finance and stochastics
21
Journal of banking & finance
20
International journal of financial engineering
16
Applied mathematical finance
15
European journal of operational research : EJOR
13
Journal of mathematical finance
13
Review of derivatives research
13
Research paper series / Swiss Finance Institute
12
International review of financial analysis
11
Mathematics and financial economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
The review of financial studies
11
Finance research letters
10
Journal of financial economics
9
Journal of risk and financial management : JRFM
9
SpringerLink / Bücher
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
The journal of computational finance
8
Journal of empirical finance
7
Mathematical methods of operations research
7
NBER Working Paper
7
NBER working paper series
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The journal of derivatives : JOD
7
Working paper / National Bureau of Economic Research, Inc.
7
Astin bulletin : the journal of the International Actuarial Association
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Review of finance : journal of the European Finance Association
6
Risk and decision analysis
6
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
4
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
5
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
6
What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
7
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Saved in:
8
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
9
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
Saved in:
10
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
11
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
12
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
13
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
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