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~isPartOf:"Review of quantitative finance and accounting"
~person:"Chang, Chuang-chang"
~person:"Chiu, Chun-Yuan"
~person:"Perrakis, Stylianos"
~person:"Poteshman, Allen M."
~subject:"Optionsgeschäft"
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Optionsgeschäft
Credit risk
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Option pricing theory
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Option trading
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Optionspreistheorie
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Analytical pricing formula
1
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Chang, Chuang-chang
Chiu, Chun-Yuan
Perrakis, Stylianos
Poteshman, Allen M.
Chen, Ren-Raw
2
Kuo, I.-doun
2
Palmon, Oded
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Azzaz, Julien
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Liu, Liang-Chih
1
Liu, Pu
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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
1
European financial management : the journal of the European Financial Management Association
1
International journal of business
1
Journal of economic dynamics & control
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
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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Working papers / Rodney L. White Center for Financial Research
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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
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
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