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~isPartOf:"Finance research letters"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Capital income"
~subject:"Finanzanalyse"
~subject:"Stock option"
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Behavioural finance
Black-Scholes model
Capital income
Finanzanalyse
Stock option
Option trading
58
Optionsgeschäft
58
Option pricing theory
43
Optionspreistheorie
43
Volatility
21
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Derivative
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8
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Option pricing
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Ap Gwilym, Owain
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Cañón, Carlos Iván
1
Chintrakarn, Pandej
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Chung, Y. Peter
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1
Lee, Minha
1
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1
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Finance research letters
Journal of banking & finance
31
The journal of futures markets
31
International journal of theoretical and applied finance
26
Wiley trading series
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Review of derivatives research
16
Journal of financial economics
14
Journal of financial markets
14
International journal of financial engineering
13
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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Quantitative finance
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Review of quantitative finance and accounting
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The journal of computational finance
11
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Journal of economic dynamics & control
9
Journal of empirical finance
9
Journal of mathematical finance
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
Research paper series / Swiss Finance Institute
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Bloomberg financial series
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Finance and stochastics
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International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
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Annals of finance
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Asia-Pacific financial markets
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International review of economics & finance : IREF
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Asia-Pacific journal of financial studies
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1
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
2
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
3
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
4
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
5
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
6
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
7
The effect of CEO luck on the informativeness of stock prices : do lucky CEOs improve stock price informativeness?
Chintrakarn, Pandej
;
Jiraporn, Pornsit
;
Jiraporn, Napatsorn
- In:
Finance research letters
11
(
2014
)
3
,
pp. 289-294
Persistent link: https://www.econbiz.de/10010441843
Saved in:
8
The critical stock price for the American put option
Chung, Y. Peter
;
Johnson, Herbert
;
Polimenis, Vassilis
- In:
Finance research letters
8
(
2011
)
1
,
pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
Saved in:
9
Pitfalls in static superhedging of barrier options
Kraft, Holger
- In:
Finance research letters
4
(
2007
)
1
,
pp. 2-9
Persistent link: https://www.econbiz.de/10003442002
Saved in:
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