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~isPartOf:"Applied economics letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
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Option pricing theory
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Applied economics letters
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
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Journal of banking & finance
775
International review of financial analysis
593
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555
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551
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527
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462
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286
The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
279
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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895
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1
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
2
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Saved in:
3
Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
Saved in:
4
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
5
Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.
;
Dossani, Asad
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 623-635
Persistent link: https://www.econbiz.de/10011906445
Saved in:
6
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
7
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
8
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
9
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
10
Martingale transport with homogeneous stock movements
Eckstein, Stephan
;
Kupper, Michael
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 271-280
Persistent link: https://www.econbiz.de/10012424589
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