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~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Han, Doo Bong"
~person:"Lassance, Nathan"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Article in journal"
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Börsenkurs
Kapitaleinkommen
Stochastic process
Theorie
Stochastischer Prozess
2
Volatility
2
Volatilität
2
stochastic volatility
2
Black-Scholes model
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1
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Option pricing theory
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Han, Doo Bong
Lassance, Nathan
Asai, Manabu
2
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Applied economics
Econometrics : open access journal
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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2
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee
;
Han, Doo Bong
;
Nayga, Rodolfo M.
- In:
Applied economics
49
(
2017
)
22
,
pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
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