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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Cheng, T. C. E."
~person:"Faff, Robert W."
~person:"Hung, Mao-Wei"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Option pricing theory
6
Optionspreistheorie
6
Börsenkurs
5
Share price
5
Theorie
4
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4
Volatility
4
Volatilität
4
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Arbeitspapier
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Cheng, T. C. E.
Faff, Robert W.
Hung, Mao-Wei
Lien, Da-hsiang Donald
51
Frino, Alex
19
Fung, Joseph K. W.
18
Tse, Yiuman
18
Wang, George H. K.
16
Daigler, Robert T.
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Gay, Gerald D.
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Zhang, Jin E.
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Ryu, Doojin
13
Webb, Robert I.
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Brorsen, B. Wade
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Kang, Jangkoo
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Kit, Pong Wong
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Kolb, Robert W.
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Locke, Peter R.
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Chou, Robin K.
10
Chung, San-lin
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Ma, Christopher K.
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Chatrath, Arjun
9
Kurov, Alexander
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Ap Gwilym, Owain
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Chance, Don M.
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Shrestha, Keshab
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Simon, David P.
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Bali, Turan G.
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Câmara, António
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Edwards, Franklin R.
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Fung, Hung-gay
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Kahl, Kandice H.
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Krehbiel, Timothy L.
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Liao, Szu-Lang
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Luo, Xingguo
7
Milonas, Nikolaos T.
7
Schneeweis, Thomas
7
Whaley, Robert E.
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Yang, Jian
7
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The journal of futures markets
International journal of production economics
96
European journal of operational research : EJOR
49
International journal of production research
32
Computers & operations research : and their applications to problems of world concern ; an international journal
24
Pacific-Basin finance journal
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Journal of banking & finance
23
Applied financial economics
22
Australian journal of management
21
Transportation research / E : an international journal
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Omega : the international journal of management science
14
Journal of multinational financial management
12
International review of financial analysis
10
International journal of shipping and transport logistics : IJSTL
9
International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Global finance journal
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IEEE transactions on engineering management : EM
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Journal of scheduling
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Review of quantitative finance and accounting
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Applied economics
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Journal of accounting & management information systems : JAMIS
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Journal of the Operational Research Society
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Journal of the Operational Research Society : OR
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
6
Applied economics letters
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Operations research letters
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Insurance / Mathematics & economics
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Journal of operations management
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The journal of corporate finance : contracting, governance and organization
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Abacus : a journal of accounting, finance and business studies
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Applied financial economics letters
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Australian economic papers
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International journal of logistics : research and applications
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Journal of business finance & accounting : JBFA
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Review of Pacific Basin financial markets and policies
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The financial review : the official publication of the Eastern Finance Association
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The journal of financial research
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ECONIS (ZBW)
12
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1
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
2
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
3
Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa
;
Faff, Robert W.
;
Hodgson, Allan
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
Saved in:
4
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
Guo, Jia-hau
;
Hung, Mao-Wei
;
So, Leh-chyan
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 478-493
Persistent link: https://www.econbiz.de/10003827779
Saved in:
5
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
Saved in:
6
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
7
Pricing foreign equity options under Lévy processes
Huang, Shian-Chang
;
Hung, Mao-Wei
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 917-944
Persistent link: https://www.econbiz.de/10003185552
Saved in:
8
Pricing vulnerable options in incomplete markets
Hung, Mao-Wei
;
Liu, Yu-Hong
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 135-170
Persistent link: https://www.econbiz.de/10002535444
Saved in:
9
Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh
;
Faff, Robert W.
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
Saved in:
10
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
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