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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Jump-diffusion process"
~subject:"Option trading strategy"
~subject:"Option trading"
~subject:"Statistische Verteilung"
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Jump-diffusion process
Option trading strategy
Option trading
Statistische Verteilung
Black-Scholes model
14
Black-Scholes-Modell
14
Option pricing theory
13
Optionspreistheorie
13
Optionsgeschäft
9
Esscher transform
4
Volatility
4
Volatilität
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ARCH model
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ARCH-Modell
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Statistical distribution
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Stochastic process
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Stochastischer Prozess
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Autocallable structured product
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Barrier option
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Experiment
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Icicled barrier option
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Option pricing
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Reflection principle
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Approximation theory
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Barrier options
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Black-Scholes
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Black-Scholes theory
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Chained option
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China
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Compound option
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Currency derivative
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Currency option
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Delta hedging
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Ko, Bangwon
3
Lee, Hangsuck
3
Huang, Hung-Hsi
2
Lin, Shin-Hung
2
Ahn, Soohan
1
Hsu, Wei-tze
1
Jeon, Junkee
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Jiang, I-Ming
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Jun, Doobae
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Kim, Eunchae
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Ku, Hyejin
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Ng, Andrew Cheuk-Yin
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Siu-Hang Li, Johnny
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Song, Seongjoo
1
Wang, Chiu-Ping
1
Wang, Zi-Ling
1
Xiao, Wei-Lin
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Xu, Guangli
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Yu, Xiao-Jian
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
25
International journal of financial engineering
13
Review of derivatives research
12
Applied mathematical finance
11
The journal of computational finance
11
Computational economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Quantitative finance
8
Finance and stochastics
7
Journal of mathematical finance
7
Journal of economic dynamics & control
6
The journal of futures markets
6
Applied economics
5
Finance research letters
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
Asia-Pacific financial markets
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Center for Research in Economics and Finance (CIEF), Working Papers
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Cogent economics & finance
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Discussion paper / B
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Economic modelling
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Finanzmarkt und Portfolio-Management
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Investment management and financial innovations
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ECONIS (ZBW)
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1
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
2
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
3
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
4
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
Saved in:
5
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
6
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
7
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
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8
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
Saved in:
9
Static hedging of chained-type barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
Saved in:
10
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
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