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~isPartOf:"Asia-Pacific financial markets"
~subject:"Stock option"
~subject:"Theory"
~subject:"USA"
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Stock option
Theory
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Option trading
22
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7
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Kwok, Yue-Kuen
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Asia-Pacific financial markets
The journal of futures markets
80
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
Journal of banking & finance
38
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The review of financial studies
29
Finance and stochastics
26
International journal of theoretical and applied finance
26
Journal of financial and quantitative analysis : JFQA
25
Review of derivatives research
21
Working paper / National Bureau of Economic Research, Inc.
21
Journal of financial economics
19
The journal of finance : the journal of the American Finance Association
19
The journal of computational finance
15
Journal of financial markets
14
Journal of economic dynamics & control
12
Applied mathematical finance
10
Finance : revue de l'Association Française de Finance
10
International review of economics & finance : IREF
10
Review of quantitative finance and accounting
10
Discussion paper / Centre for Economic Policy Research
9
NBER working paper series
9
Finanzmarkt und Portfolio-Management
8
Research paper series / Swiss Finance Institute
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Finance research letters
7
NBER Working Paper
7
The journal of business : B
7
Applied financial economics
6
CREATES research paper
6
Global finance journal
6
International review of financial analysis
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics letters
5
Discussion paper / Tinbergen Institute
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1
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
2
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
3
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
4
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
5
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
6
Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni
;
Mulinacci, Sabrina
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
Saved in:
7
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
8
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
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