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~accessRights:"restricted"
~person:"Korn, Ralf"
~person:"Lee, Cheng F."
~person:"Sarkar, Sudipto"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
21
Black-Scholes model
7
Black-Scholes-Modell
7
Derivat
7
Derivative
7
Option trading
7
Optionsgeschäft
7
Theorie
7
Theory
7
CAPM
6
Volatility
6
Volatilität
6
Finanzmathematik
5
Stochastic process
5
Stochastischer Prozess
5
Estimation theory
4
Financial analysis
4
Financial econometrics
4
Financial economics
4
Finanzanalyse
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Finanzmarktökonometrie
4
Kapitalmarkttheorie
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Real option
4
Real options analysis
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Realoptionsansatz
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Schätztheorie
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Yield curve
4
Zinsstruktur
4
Dividend
3
Dividende
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Estimation
3
Investition
3
Investment
3
Mathematics
3
Mathematik
3
Portfolio selection
3
Portfolio-Management
3
Real-option model
3
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English
21
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Korn, Ralf
Lee, Cheng F.
Sarkar, Sudipto
Wang, Xingchun
30
Cui, Zhenyu
28
Fabozzi, Frank J.
21
Madan, Dilip B.
19
He, Xin-Jiang
15
Lee, Hangsuck
15
Kirkby, J. Lars
13
Benth, Fred Espen
12
Nguyen, Duy
12
Zhang, Jin E.
12
Elliott, Robert J.
11
Kim, Young Shin
11
Kwok, Yue-Kuen
11
Li, Lingfei
11
Račev, Svetlozar T.
11
Takahashi, Akihiko
11
Wang, King
11
Xu, Wei
11
Alòs, Elisa
10
Bayer, Christian
10
Carr, Peter
10
Escobar, Marcos
10
Fusai, Gianluca
10
Kim, Jeong-Hoon
10
Leippold, Markus
10
Lin, Shih-kuei
10
Lorig, Matthew
10
Ryu, Doojin
10
Siu, Tak Kuen
10
Zhu, Song-Ping
10
Godin, Frédéric
9
Hainaut, Donatien
9
Hess, Markus
9
Lian, Yu-Min
9
Oosterlee, Cornelis Willebrordus
9
Pirjol, Dan
9
Radoičić, Radoš
9
Ruan, Xinfeng
9
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9
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Review of quantitative finance and accounting
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
Review of Pacific Basin financial markets and policies
1
SpringerLink / Bücher
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The European journal of finance
1
The journal of computational finance
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ECONIS (ZBW)
21
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1
Alternative methods for determining
option
bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
Saved in:
2
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
3
Options, put-call parities, and
option
strategies : theory and empirical results
Lee, Cheng F.
;
Yeh, Wen-Chi
-
2024
Persistent link: https://www.econbiz.de/10015050151
Saved in:
4
Alternative methods to derive
option
pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
5
Estimating binomial and Black & Scholes
option
pricing models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
Saved in:
6
Empirical performance of the constant elasticity variance
option
pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
Saved in:
7
Estimating European and American
option
pricing models : Excel and SAS language approach
Chang, Jow-Ran
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050024
Saved in:
8
Constant elasticity of variance
option
pricing model : integration and detailed derivation
Hsu, Y. L.
;
Lin, T. L.
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050148
Saved in:
9
Option
prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
10
A comparative static analysis approach to derive Greek letters : theory and applications
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046857
Saved in:
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