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~person:"Chang, Chuang-chang"
~person:"Ewald, Christian-Oliver"
~person:"Fusari, Nicola"
~person:"Lee, Hangsuck"
~person:"Perrakis, Stylianos"
~person:"Voukelatos, Nikolaos"
~person:"Zhang, Jin E."
~type:"article"
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Search: subject:"European option"
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Option trading
61
Optionsgeschäft
61
Option pricing theory
42
Optionspreistheorie
42
Volatility
18
Volatilität
18
Esscher transform
10
Stochastic process
10
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Barrier option
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61
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Chang, Chuang-chang
Ewald, Christian-Oliver
Fusari, Nicola
Lee, Hangsuck
Perrakis, Stylianos
Voukelatos, Nikolaos
Zhang, Jin E.
Ryu, Doojin
25
Wang, Xingchun
22
Carr, Peter
16
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Fusai, Gianluca
11
Zanette, Antonino
11
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10
Lung, Peter P.
10
Madan, Dilip B.
10
Wu, Liuren
10
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Schoutens, Wim
9
Benth, Fred Espen
8
Cai, Ning
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ronn, Ehud I.
8
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8
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8
Stentoft, Lars
8
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8
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8
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7
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7
Dai, Min
7
Ederington, Louis H.
7
Elliott, Robert J.
7
Hobson, David G.
7
Jackwerth, Jens Carsten
7
Kim, Sol
7
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The journal of futures markets
10
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of banking & finance
5
Finance research letters
4
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3
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2
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2
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1
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ECONIS (ZBW)
61
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014581012
Saved in:
5
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
6
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:
7
Insurance guaranty premiums and exchange options
Lee, Hangsuck
;
Song, Seongjoo
;
Lee, Gaeun
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
Saved in:
8
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:
9
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
10
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
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