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Theory
USA
34
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23
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23
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20
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20
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19
Option pricing theory
16
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15
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11
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Whaley, Robert E.
20
Stoll, Hans R.
6
Bollen, Nicolas P. B.
3
Fleming, Jeff
3
Barraclough, Kathryn
2
Dumas, Bernard
2
Smith, Tom
2
Barone-Adesi, Giovanni
1
Foster, F. Douglas
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Gray, Stephen
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Miller, Merton H.
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Muthuswamy, Jayaram
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The journal of finance : the journal of the American Finance Association
5
Advances in futures and options research : a research annual
2
Financial markets and asset pricing
1
Journal of applied finance : theory, practice, education
1
Journal of econometrics
1
Journal of financial economics
1
Journal of financial markets
1
New research in financial markets
1
Review of futures markets
1
The journal of futures markets
1
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1
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ECONIS (ZBW)
20
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1
Intraday price observations : on computing portfolio returns
Whaley, Robert E.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001183623
Saved in:
2
Derivatives : markets, valuation, and risk management
Whaley, Robert E.
-
2006
Persistent link: https://www.econbiz.de/10013490231
Saved in:
3
Derivatives
Whaley, Robert E.
-
2003
Persistent link: https://www.econbiz.de/10001832928
Saved in:
4
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
5
New option instruments : arbitrageable linkages and valuation
Stoll, Hans R.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
Saved in:
6
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
7
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
8
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
9
Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 191-220
Persistent link: https://www.econbiz.de/10001084197
Saved in:
10
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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