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person:"Kwok, Yue-Kuen"
~person:"Schoutens, Wim"
~person:"Vorst, Ton"
~person:"Wu, Liuren"
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Option trading
50
Optionsgeschäft
50
Option pricing theory
31
Optionspreistheorie
31
Theorie
22
Theory
22
Volatility
19
Volatilität
19
Derivat
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Kwok, Yue-Kuen
Schoutens, Wim
Vorst, Ton
Wu, Liuren
Ryu, Doojin
29
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
21
Zhang, Jin E.
21
Joshi, Mark S.
18
Poteshman, Allen M.
18
Fodor, Andy
17
Lee, Hangsuck
17
Stentoft, Lars
17
Thomsett, Michael C.
17
Jackwerth, Jens Carsten
16
Kelly, Bryan T.
16
Fusai, Gianluca
15
Todorov, Viktor
15
Fusari, Nicola
14
Pedersen, Lasse Heje
14
Bebchuk, Lucian A.
13
Guirguis, Michel
13
Kōnstantinidēs, Giōrgos
13
Orosi, Greg
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Truong, Cameron
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Bernales, Alejandro
12
Ewald, Christian-Oliver
12
Fabozzi, Frank J.
12
Jacobs, Kris
12
Kang, Jangkoo
12
Lung, Peter P.
12
Benth, Fred Espen
11
Czerwonko, Michal
11
Kräussl, Roman
11
Lee, Cheng F.
11
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International journal of theoretical and applied finance
5
Report / Erasmus Center for Financial Research, Erasmus University
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Review of derivatives research
3
Annals of finance
2
Applied mathematical finance
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ECONIS (ZBW)
50
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41
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
42
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Saved in:
43
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
44
Complex barrier options
Cheuk, Terry Hon Fu
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
Saved in:
45
The impact of firm specific news on implied volatilities
Donders, Monique
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
Saved in:
46
The impact of firm specific news on implied volatilities
Donders, Monique
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966915
Saved in:
47
Complex barrier options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966919
Saved in:
48
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1995
Persistent link: https://www.econbiz.de/10000904883
Saved in:
49
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912209
Saved in:
50
The impact of firm specific news on implied volatilities
Donders, Monique
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912211
Saved in:
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