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~isPartOf:"Journal of banking & finance"
~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"
~person:"Kim, Young Shin"
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Search: subject:"Option"
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Option pricing theory
14
Optionspreistheorie
14
Yield curve
8
Zinsstruktur
8
Swap
7
Theorie
7
Theory
7
Credit derivative
5
Interest rate derivative
5
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5
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Optionsgeschäft
4
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21
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Chen, Son-nan
Hull, John
Kim, Young Shin
Fabozzi, Frank J.
13
White, Alan
10
Chen, Ren-Raw
7
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
5
Klein, Peter
5
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5
Subrahmanyam, Marti G.
5
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5
Wu, Liuren
5
Beliaeva, Natalia A.
4
Chang, Chuang-chang
4
Christoffersen, Peter F.
4
Ho, Thomas S. Y.
4
Jarrow, Robert A.
4
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nunes, Joaõ Pedro Vidal
4
Pu, Xiaoling
4
Rendleman, Richard J.
4
Ritchken, Peter H.
4
Schoutens, Wim
4
Stentoft, Lars
4
Taylor, Stephen
4
Uhrig-Homburg, Marliese
4
Alexander, Carol
3
Andreou, Panayiotis C.
3
Barone-Adesi, Giovanni
3
Benninga, Simon
3
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Journal of banking & finance
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
International journal of theoretical and applied finance
4
Journal of financial and quantitative analysis : JFQA
3
Journal of investment management : JOIM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Finance research letters
2
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Journal of risk and financial management : JRFM
2
Prentice Hall finance series
2
Prentice-Hall international editions
2
Review of derivatives research
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
The Frank J. Fabozzi series
2
The journal of credit risk : published quarterly by Incisive Media
2
Working paper series in economics
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Economics letters
1
Financial markets and asset pricing
1
Frank J. Fabozzi Ser
1
International Review of Financial Analysis
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Risk and Financial Management
1
Journal of econometrics
1
Journal of risk management in financial institutions
1
KIT Working Paper Series in Economics
1
Mathematical methods of operations research
1
New developments in financial modelling
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
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ECONIS (ZBW)
21
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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
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:
4
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:
5
Another look at the Ho-Lee bond
option
pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung
;
Kim, Young Shin
;
Mitov, Ivan
- In:
Journal of banking & finance
58
(
2015
),
pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
Saved in:
8
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:
9
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
10
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
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