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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"SpringerLink / Bücher"
~person:"Lin, Yueh-neng"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Volatility
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Derivat
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Derivative
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VIX futures
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Lin, Yueh-neng
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Trigeorgis, Lenos
4
Andreou, Panayiotis C.
3
Deutsch, Hans-Peter
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Fusai, Gianluca
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Kim, Young Shin
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Lin, Shih-kuei
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2
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Ben-Ameur, Hatem
2
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2
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2
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2
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Chen, Jun-Home
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Choy, Siu Kai
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Chung, San-Lin
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2
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International review of economics & finance : IREF
Journal of banking & finance
SpringerLink / Bücher
Journal of economic dynamics & control
3
The journal of futures markets
3
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
2
VIX option pricing and CBOE VIX Term Structure : a new methodology for volatility derivatives valuation
Lin, Yueh-neng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
Saved in:
3
Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
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