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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Martingal"
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Black-Scholes-Modell
Currency option
Martingal
Option pricing theory
210
Optionspreistheorie
210
Option trading
93
Optionsgeschäft
93
Volatility
84
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84
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81
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81
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Ko, Bangwon
4
Lee, Hangsuck
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Takahashi, Akihiko
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Campa, José Manuel
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Chang, P. H. Kevin
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Fujita, Takahiko
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Klebaner, Fima C.
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1
Ahn, Soohan
1
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1
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1
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1
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1
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1
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1
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1
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1
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Asia-Pacific financial markets
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
International journal of theoretical and applied finance
102
Finance and stochastics
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
56
Applied mathematical finance
50
The journal of futures markets
50
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
The journal of computational finance
35
Review of derivatives research
33
Computational economics
32
Quantitative finance
28
International journal of financial engineering
27
Journal of mathematical finance
27
Journal of banking & finance
24
Journal of economic dynamics & control
17
Working paper series / Centre for Practical Quantitative Finance
17
Finance research letters
15
Research paper series / Swiss Finance Institute
15
Journal of econometrics
14
Risks : open access journal
14
Review of quantitative finance and accounting
13
The European journal of finance
13
Options : classic approaches to pricing and modelling
12
Wiley finance series
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
European journal of operational research : EJOR
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Journal of financial economics
11
The review of financial studies
11
CoFE discussion papers
10
Journal of risk and financial management : JRFM
10
Mathematical methods of operations research
10
The journal of finance : the journal of the American Finance Association
10
Applied financial economics
9
Journal of international money and finance
9
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
9
Advances in futures and options research : a research annual
8
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ECONIS (ZBW)
52
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1
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
2
Psychological barriers and
option
pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
3
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
4
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
5
Volatility smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
Saved in:
6
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
7
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
8
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
9
Compound
option
pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
10
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
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