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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Black-Scholes-Modell"
~subject:"Credit derivative"
~subject:"Currency option"
~subject:"Martingal"
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Search: subject:"Option"
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Black-Scholes-Modell
Credit derivative
Currency option
Martingal
Option pricing theory
160
Optionspreistheorie
160
Volatility
66
Volatilität
66
Option trading
63
Optionsgeschäft
63
Stochastic process
57
Stochastischer Prozess
57
Credit risk
36
Kreditrisiko
36
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Derivat
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Option pricing
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Ko, Bangwon
4
Lee, Hangsuck
4
Takahashi, Akihiko
3
Fujita, Takahiko
2
Hamori, Shigeyuki
2
Huang, Hung-Hsi
2
Kim, Yong-jin
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Klebaner, Fima C.
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Lin, Shin-Hung
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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
International journal of theoretical and applied finance
132
Journal of banking & finance
89
The journal of futures markets
76
Finance and stochastics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Applied mathematical finance
55
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
The journal of structured finance
51
Finance research letters
50
International review of financial analysis
49
Review of derivatives research
46
The journal of fixed income
44
Journal of financial economics
41
Computational economics
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Research paper series / Swiss Finance Institute
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The journal of computational finance
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The review of financial studies
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Journal of financial stability
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Journal of international money and finance
36
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
36
International journal of financial engineering
35
Journal of international financial markets, institutions & money
34
Journal of mathematical finance
33
The journal of credit risk : published quarterly by Incisive Media
32
Journal of empirical finance
30
NBER Working Paper
30
Review of quantitative finance and accounting
30
International review of economics & finance : IREF
29
Applied economics
27
The European journal of finance
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Journal of economic dynamics & control
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IMF working papers
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
69
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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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