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~person:"Chemla, Gilles"
~person:"Guirguis, Michel"
~person:"Løchte Jørgensen, Peter"
~subject:"Capital income"
~subject:"Charter traffic"
~subject:"Financial analysis"
~subject:"Theory"
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Search: subject_exact:"Asian option"
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Capital income
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Chemla, Gilles
Guirguis, Michel
Løchte Jørgensen, Peter
Hull, John
22
Vorst, Ton
10
Kelly, Bryan T.
9
Todorov, Viktor
9
Fusari, Nicola
8
Giglio, Stefano
8
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7
Kit, Pong Wong
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Kwok, Yue-Kuen
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Lee, Cheng F.
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6
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Martin, Ian
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Ryu, Doojin
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5
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5
Bali, Turan G.
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Cao, Jie
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ECONIS (ZBW)
13
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1
Estimating Lamda in Matlab to Calculate the Leverage Return of Call and Put Options Implied Volatility by Comparing the Theoretical Price With the Market Price
Guirguis, Michel
-
2021
In this article, we estimate Lamda in matlab to calculate the leverage return of 3 months call and put options implied volatility by comparing the theoretical price with the market price of a Danish investment bank. There is significant time variation in the implied volatility and the...
Persistent link: https://www.econbiz.de/10013232509
Saved in:
2
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
Saved in:
3
Time charters with purchase options in shipping: valuation and risk management
Løchte Jørgensen, Peter
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003781288
Saved in:
4
An analysis of shareholder agreements
Chemla, Gilles
;
Habib, Michel Antoine
;
Ljungqvist, Alexander
- In:
Journal of the European Economic Association
5
(
2007
)
1
,
pp. 93-121
Persistent link: https://www.econbiz.de/10003443150
Saved in:
5
Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
Saved in:
6
An analysis of shareholder agreements
Chemla, Gilles
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144776
Saved in:
7
An analysis of shareholder agreements
Chemla, Gilles
;
Habib, Michel Antoine
;
Ljungqvist, Alexander
-
2002
Persistent link: https://www.econbiz.de/10001709774
Saved in:
8
Life insurance liabilities at market value : an analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework
Grosen, Anders
;
Løchte Jørgensen, Peter
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001671252
Saved in:
9
An analysis of shareholder agreements
Chemla, Gilles
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001645351
Saved in:
10
An analysis of shareholder agreements
Chemla, Gilles
-
2002
Persistent link: https://www.econbiz.de/10013424039
Saved in:
1
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