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Journal of financial and quantitative analysis : JFQA
NBER working paper series
1,325
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Finance research letters
938
Journal of banking & finance
728
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684
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614
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538
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537
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528
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468
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440
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438
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434
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434
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430
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421
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409
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403
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379
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374
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366
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343
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ECONIS (ZBW)
272
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1
The systematic
risk
of discretely rebalanced option hedges
Gilster, John E.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 507-516
Persistent link: https://www.econbiz.de/10001098661
Saved in:
2
Options on the maximum or the minimum of several assets
Johnson, Herbert
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 277-283
Persistent link: https://www.econbiz.de/10001037501
Saved in:
3
Pricing stock and bond options when the default-free rate is stochastic
Rabinovitch, Ramón
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 447-457
Persistent link: https://www.econbiz.de/10001082083
Saved in:
4
The effects of derivatives on firm
risk
and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
Saved in:
5
Withholding bad news in the face of credit default swap trading : evidence from stock
price
crash
risk
Liu, Jinyu
;
Ng, Jeffrey
;
Tang, Dragon Yongjun
;
Zhong, Rui
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 557-595
Persistent link: https://www.econbiz.de/10014520113
Saved in:
6
Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
Saved in:
7
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
8
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
9
The accelerated binomial option pricing model
Breen, Richard
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001106739
Saved in:
10
A quick algorithm for pricing European average options
Turnbull, Stuart M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
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