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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Option pricing theory
49
Optionspreistheorie
49
Option trading
41
Optionsgeschäft
41
Volatility
22
Volatilität
22
Derivat
18
Derivative
18
Stochastic process
14
Stochastischer Prozess
14
Black-Scholes model
10
Black-Scholes-Modell
10
Credit risk
9
Kreditrisiko
9
Hedging
8
Risk management
8
Theorie
8
Theory
8
Esscher transform
7
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risikomanagement
7
Risk
7
Barrier option
6
Real options analysis
6
Realoptionsansatz
6
ARCH model
5
ARCH-Modell
5
Aktienoption
5
Börsenkurs
5
Forecasting model
5
Prognoseverfahren
5
Reflection principle
5
Share price
5
Stock option
5
Experiment
4
Futures
4
Implied volatility
4
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Aufsatzsammlung
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67
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English
67
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Lee, Hangsuck
8
Wang, Xingchun
8
Kim, Geonwoo
4
Ko, Bangwon
4
Jeon, Junkee
3
Lee, Gaeun
3
McAleer, Michael
3
Chang, Chia-Lin
2
Jiang, I-Ming
2
Labuschagne, Coenraad C. A.
2
Lee, Minha
2
Li, Zhe
2
Lin, William
2
Song, Seongjoo
2
Tsai, Shih-Chuan
2
Ahn, Soohan
1
Akuzawa, Toshinao
1
Allen, David E.
1
Bajo, Emanuele
1
Bao, Ying
1
Barbi, Massimiliano
1
Battauz, Anna
1
Bellalah, Mondher
1
Ben Hamad, Salah
1
Bianconi, Marcelo
1
Campani, Carlos Heitor
1
Chan, Tat Lung
1
Chan, Tat Lung (Ron)
1
Chang, Chia-Chang
1
Charlin, Ventura
1
Chen, Can
1
Chen, Lingtao
1
Chen, Xiaoguo
1
Chen, Zhuming
1
Chiu, Peter
1
Choi, Sanghak
1
Choi, Yang Ho
1
Chuang, Wen-i
1
Cifuentes, Arturo
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
215
Journal of banking & finance
168
International journal of theoretical and applied finance
155
Journal of economic dynamics & control
132
Journal of financial economics
115
European journal of operational research : EJOR
112
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
Finance research letters
94
Review of derivatives research
88
Energy economics
84
Quantitative finance
82
The journal of computational finance
78
The review of financial studies
76
International review of economics & finance : IREF
73
Review of quantitative finance and accounting
69
Applied mathematical finance
68
The journal of corporate finance : contracting, governance and organization
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
Economic modelling
64
The journal of finance : the journal of the American Finance Association
64
Management science : journal of the Institute for Operations Research and the Management Sciences
57
The European journal of finance
56
Applied economics
53
Finance and stochastics
53
Journal of financial and quantitative analysis : JFQA
52
International review of financial analysis
49
International journal of financial engineering
45
Computational economics
44
Journal of mathematical finance
44
International journal of production economics
41
Journal of financial markets
41
Journal of risk and financial management : JRFM
41
Applied economics letters
40
Journal of accounting & economics
40
Review of financial economics : RFE
35
Economics letters
34
Strategic management journal
33
Risks : open access journal
32
Journal of business finance & accounting : JBFA
31
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ECONIS (ZBW)
67
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1
The values and incentive effects of
options
on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
2
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
3
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
4
Pricing basket spread
options
with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
5
On the exercise of American quanto
options
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538939
Saved in:
6
Pricing vulnerable
options
with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
7
The effect of oil price uncertainty on corporate investment in the presence of growth
options
: evidence from listed companies in China (1998–2019)
Chen, Lingtao
;
Yuan, Yongna
;
Zhao, Na
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539044
Saved in:
8
Macroeconomic conditions and investment stimuli
Tan, Yingxian
;
Pan, Zhihao
;
Wang, Rui
;
Wen, Chunhui
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483997
Saved in:
9
Min-max multi-step barrier
options
and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
10
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:
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