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Option pricing theory
83
Optionspreistheorie
83
Volatility
31
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29
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Jacobs, Kris
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Journal of financial economics
International journal of theoretical and applied finance
486
The journal of futures markets
274
The journal of computational finance
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
180
Insurance / Mathematics & economics
159
European journal of operational research : EJOR
138
Finance research letters
135
Computational economics
133
Journal of economic dynamics & control
132
International journal of financial engineering
121
Journal of mathematical finance
112
Risks : open access journal
112
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Asia-Pacific financial markets
77
Journal of econometrics
73
International review of economics & finance : IREF
62
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
SFB 649 discussion paper
58
Energy economics
57
Journal of risk and financial management : JRFM
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
54
SpringerLink / Bücher
54
Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Mathematics and financial economics
52
The journal of derivatives : JOD
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ECONIS (ZBW)
84
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1
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
2
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
3
From cradle to grave : how to loot a 401(k) plan
Stanton, Richard
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 485-516
Persistent link: https://www.econbiz.de/10001483326
Saved in:
4
The value and incentive effects of nontraditional executive stock option plans
Johnson, Shane A.
;
Tian, Yisong Sam
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 3-34
Persistent link: https://www.econbiz.de/10001486810
Saved in:
5
Indexed executive stock options
Johnson, Shane A.
;
Tian, Yisong Sam
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 35-64
Persistent link: https://www.econbiz.de/10001486811
Saved in:
6
Altering the terms of executive stock options
Brenner, Menachem
;
Sundaram, Rangarajan K.
;
Yermack, …
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 103-128
Persistent link: https://www.econbiz.de/10001486859
Saved in:
7
The "repricing" of executive stock options
Chance, Don M.
;
Kumar, Raman
;
Todd, Rebecca B.
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001486863
Saved in:
8
Bounds on contingent claims based on several assets
Boyle, Phelim P.
- In:
Journal of financial economics
46
(
1997
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10001231518
Saved in:
9
Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
10
The exercise and valuation of executive stock options
Carpenter, Jennifer N.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 127-158
Persistent link: https://www.econbiz.de/10001238941
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