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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of derivatives research"
~isPartOf:"SpringerLink / Bücher"
~isPartOf:"The journal of futures markets"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Asia-Pacific financial markets
Review of derivatives research
SpringerLink / Bücher
The journal of futures markets
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
2
Why are the prices of European-style derivatives greater than the prices of American-style derivatives?
Jin, Xuejun
;
Zhao, Jingyu
;
Luo, Xingguo
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1772-1793
Persistent link: https://www.econbiz.de/10013465814
Saved in:
3
Resale options and heterogeneous beliefs
Huang, Kai-Min
;
Kuo, I.-doun
;
Wang, Rong-Tsorng
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1067-1083
Persistent link: https://www.econbiz.de/10013287916
Saved in:
4
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
5
Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
Saved in:
6
Equity option implied probability of default and equity recovery rate
Chang, Bo Young
;
Orosi, Greg
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
Saved in:
7
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
8
The pricing kernel puzzle in forward looking data
Cuesdeanu, Horatio
;
Jackwerth, Jens Carsten
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 253-276
Persistent link: https://www.econbiz.de/10012055741
Saved in:
9
Rainbow trend options : valuation and applications
Wang, Jr-Yan
;
Wang, Hsiao-Chuan
;
Ko, Yi-Chen
;
Hung, Mao-Wei
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
Saved in:
10
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
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