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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stock option"
~subject:"Zinsderivat"
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Search: subject_exact:"Optionspreismodell"
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Stock option
Zinsderivat
Option pricing theory
335
Optionspreistheorie
335
Theorie
110
Theory
110
Option trading
82
Optionsgeschäft
82
Volatility
78
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Chen, Son-nan
3
Wu, Ting-pin
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Bajaj, Mukesh
1
Bakshi, Gurdip S.
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Ben-Ameur, Hatem
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Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
23
The journal of futures markets
20
The journal of computational finance
19
Journal of financial economics
16
Review of derivatives research
15
Journal of banking & finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
International journal of financial engineering
11
Applied mathematical finance
10
Finance and stochastics
10
Quantitative finance
8
The journal of finance : the journal of the American Finance Association
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Finance research letters
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The review of financial studies
7
Gabler Edition Wissenschaft
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Advances in futures and options research : a research annual
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Applied economics
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CREATES research paper
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European journal of operational research : EJOR
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Europäische Hochschulschriften / 5
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NBER Working Paper
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Working paper / National Bureau of Economic Research, Inc.
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Global finance journal
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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Risks : open access journal
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working paper series / Centre for Practical Quantitative Finance
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Advances in Pacific Basin financial markets
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1
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
2
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
3
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
4
An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna
;
Sidarto, Kuntjoro Adji
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
Saved in:
5
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
6
Investor perception of managerial discretion in valuing stock options : an empirical examination
Kuo, Chii-Shyan
;
Wang, Xu
;
Yu, Shihti
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 733-773
Persistent link: https://www.econbiz.de/10011595711
Saved in:
7
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
8
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 54-78
Persistent link: https://www.econbiz.de/10011399778
Saved in:
9
Growth options, option exercise and firms' systematic risk
Koussis, Nicos
;
Makrominas, Michalis
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
Saved in:
10
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
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