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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Hsu, Wei-tze"
~person:"Yu, Xiao-Jian"
~subject:"Option trading"
~subject:"Statistische Verteilung"
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Option trading
Statistische Verteilung
Black-Scholes model
2
Black-Scholes-Modell
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Option pricing theory
2
Optionsgeschäft
2
Optionspreistheorie
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China
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Compound option
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Delta hedging
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Derivat
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Double exponential distribution
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Indexderivat
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Jump-diffusion process
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Nichtlineare Regression
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Nonlinear hedging strategy
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SSE 50 ETF options
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Hsu, Wei-tze
Yu, Xiao-Jian
Ko, Bangwon
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Jeon, Junkee
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The North American journal of economics and finance : a journal of financial economics studies
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Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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2
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
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