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~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~person:"Chen, Son-nan"
~person:"Hull, John"
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Search: subject:"Option"
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Option pricing theory
11
Optionspreistheorie
11
Swap
7
Theorie
7
Theory
7
Yield curve
7
Zinsstruktur
7
Credit derivative
5
Interest rate derivative
5
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Chen, Son-nan
Hull, John
Fabozzi, Frank J.
13
Chen, Ren-Raw
12
White, Alan
10
Chang, Chuang-chang
8
Tian, Yisong Sam
7
Wei, Jason
7
Wu, Ting-pin
7
Ederington, Louis H.
6
Nawalkha, Sanjay K.
6
Ap Gwilym, Owain
5
Carr, Peter
5
Das, Sanjiv R.
5
Duan, Jin-Chuan
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5
Lee, Cheng F.
5
Lin, Shih-kuei
5
Martzoukos, Spiros A.
5
Prokopczuk, Marcel
5
Russo, Emilio
5
Subrahmanyam, Marti G.
5
Trigeorgis, Lenos
5
Uhrig-Homburg, Marliese
5
Wu, Liuren
5
Andreou, Panayiotis C.
4
Beliaeva, Natalia A.
4
Christoffersen, Peter F.
4
Ho, Thomas S. Y.
4
Jarrow, Robert A.
4
Kim, Young Shin
4
Koussis, Nicos
4
Leippold, Markus
4
Li, Bingxin
4
Nunes, Joaõ Pedro Vidal
4
Palmon, Oded
4
Pu, Xiaoling
4
Rendleman, Richard J.
4
Ritchken, Peter H.
4
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Journal of banking & finance
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
Always learning
5
wi - Wirtschaft
5
Journal of financial and quantitative analysis : JFQA
3
Journal of investment management : JOIM
3
The European journal of finance
3
The journal of futures markets
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Prentice Hall finance series
2
Prentice-Hall international editions
2
Quantitative finance
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
The journal of credit risk : published quarterly by Incisive Media
2
Advances in futures and options research : a research annual
1
Finance research letters
1
Financial markets and asset pricing
1
International journal of economics and finance
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of risk management in financial institutions
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Options : classic approaches to pricing and modelling
1
Pearson Studium
1
Rotman working papers series
1
The Prentice Hall series in finance
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
18
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1
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
2
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
3
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
4
A note to enhance the BPW model for the pricing of basket and spread options
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 77-82
Persistent link: https://www.econbiz.de/10009671104
Saved in:
5
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
6
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
7
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
8
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
9
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
10
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
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