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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Chang, Chuang-chang"
~person:"Perrakis, Stylianos"
~person:"Poteshman, Allen M."
~subject:"Optionsgeschäft"
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Optionsgeschäft
Option pricing theory
2
Option trading
2
Optionspreistheorie
2
Credit risk
1
Embedded options
1
Kreditrisiko
1
Lease rate
1
Leasing
1
Reduced-form model
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Transaction costs
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Chang, Chuang-chang
Perrakis, Stylianos
Poteshman, Allen M.
Chen, Ren-Raw
2
Chen, Wen-ting
2
Chiarella, Carl
2
Cui, Zhenyu
2
Dai, Min
2
Joshi, Mark S.
2
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Shi, Chao
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Tang, Robert
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Zhu, Song-ping
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Arifovic, Jasmina
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Bernard, Carole
1
Beveridge, Christopher
1
Blau, Benjamin
1
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1
Broadie, Mark
1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
Review of quantitative finance and accounting
NBER Working Paper
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
The review of financial studies
4
Journal of banking & finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of business : B
2
24th Australasian Finance and Banking Conference 2011 Paper
1
CoFE discussion papers
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Discussion paper / Centre for Economic Policy Research
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European financial management : the journal of the European Financial Management Association
1
International journal of business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial markets
1
Risk and decision analysis
1
Springer eBook Collection
1
Springer eBooks / Economics and Finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
The American put under transactions costs
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 915-935
Persistent link: https://www.econbiz.de/10001855995
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