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~accessRights:"restricted"
~person:"Benth, Fred Espen"
~person:"Lung, Peter P."
~person:"Perrakis, Stylianos"
~subject:"Derivative"
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Derivative
Option trading
12
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Option pricing theory
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1983-2006
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Benth, Fred Espen
Lung, Peter P.
Perrakis, Stylianos
Wang, Xingchun
12
Ryu, Doojin
4
Cui, Zhenyu
3
Gao, Min
3
Kim, Geonwoo
3
Tang, Dan
3
Zhang, Jin E.
3
Alòs, Elisa
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Ap Gwilym, Owain
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Augustin, Patrick
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Azhar Mohamad
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Braouezec, Yann
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Brenner, Menachem
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Chang, Chia-Chien
2
Chang, Jui-Jane
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Chatrath, Arjun
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Christie-David, Rohan
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Cohen, Samuel N.
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Hu, May
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Huitema, Robert
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Imtiaz Mohammad Sifat
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Jackwerth, Jens Carsten
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Lee, Jaeram
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Lee, Soonhee
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Li, Zelei
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Liu, Dehong
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Muroi, Yoshifumi
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Najmi Ismail Murad Samsudin
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International review of economics & finance : IREF
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
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2
Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong
;
Qiu, Qi
;
Hughen, J. Christopher
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
Saved in:
3
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
5
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
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