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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kim, Jerim"
~person:"Kostakis, Alexandros"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Option pricing theory
4
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2
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Kim, Jerim
Kostakis, Alexandros
Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Grasselli, Martino
3
Alexander, Carol
2
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2
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2
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2
Gnoatto, Alessandro
2
Guan, Wei
2
Ibraimi, Meriton
2
Kagkadis, Anastasios
2
Kearney, Fearghal
2
Kim, Bara
2
Li, Chenxu
2
Lian, Guanghua
2
Mele, Antonio
2
Muck, Matthias
2
Obayashi, Yoshiki
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Philip, Dennis
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Journal of banking & finance
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
2
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
3
Pricing
external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
4
Valuation of power options under Heston’s stochastic volatility model
Kim, Jerim
;
Kim, Bara
;
Moon, Kyoung-sook
;
Wee, In-suk
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
Saved in:
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