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Journal of financial and quantitative analysis : JFQA
The review of financial studies
37
Discussion paper / Centre for Economic Policy Research
21
The journal of finance : the journal of the American Finance Association
18
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Risk premia and preemption in R&D ventures
Garlappi, Lorenzo
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
4
,
pp. 843-872
Persistent link: https://www.econbiz.de/10002494999
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2
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
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3
A lattice framework for option pricing with two state variables
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
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4
An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
Saved in:
5
Risk Premia and Preemption in R&D Ventures
Garlappi, Lorenzo
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
4
,
pp. 843-872
Persistent link: https://www.econbiz.de/10007784277
Saved in:
6
Investment shocks and asset prices : an investment-based approach
Garlappi, Lorenzo
;
Song, Zhongzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
8
,
pp. 2665-2699
Persistent link: https://www.econbiz.de/10012384770
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7
Leverage Constraints and the Optimal Hedging of Stock and Bond Options
Naik, Vasanttilak
;
Uppal, Raman
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 199-222
Persistent link: https://www.econbiz.de/10006710003
Saved in:
8
Optimal Replication of Options with Transactions Costs and Trading Restrictions
Edirisinghe, Chanaka
;
Naik, Vasanttilak
;
Uppal, Raman
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
1
,
pp. 117-138
Persistent link: https://www.econbiz.de/10006711815
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9
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
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