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~person:"Dai, Min"
~person:"Guo, Xicai"
~person:"Kwok, Yue-Kuen"
~person:"Truong, Cameron"
~subject:"Optionspreistheorie"
~subject:"Suchtheorie"
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Optionspreistheorie
Suchtheorie
Option trading
28
Optionsgeschäft
28
Option pricing theory
13
Theorie
9
Theory
9
Börsenkurs
7
Share price
7
Gewinn
5
Handelsvolumen der Börse
5
Profit
5
Trading volume
5
Ankündigungseffekt
4
Announcement effect
4
Volatility
4
Volatilität
4
Calendar effect
3
Capital market returns
3
Kalendereffekt
3
Kapitalmarktrendite
3
Search theory
3
Aktienoption
2
Anlageverhalten
2
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
Black-Scholes model
2
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Convertible bond
2
Derivat
2
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2
Earnings announcement
2
Game theory
2
Spieltheorie
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Stock option
2
Takeover
2
Wandelanleihe
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13
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Dai, Min
Guo, Xicai
Kwok, Yue-Kuen
Truong, Cameron
Hull, John
27
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
16
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Chen, An
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
Alexander, Carol
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
Cai, Ning
8
Constantinides, George M.
8
Escobar, Marcos
8
He, Xin-Jiang
8
Hobson, David G.
8
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Applied mathematical finance
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Journal of financial engineering
1
Operations research letters
1
The accounting review : a publication of the American Accounting Association
1
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ECONIS (ZBW)
13
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1
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
2
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
3
Path-dependent game options : a lookback case
Guo, Peidong
;
Chen, Qihong
;
Guo, Xicai
;
Fang, Yue
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10010519293
Saved in:
4
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
5
Game option models of convertible bonds : determinants of call policies
Kwok, Yue-Kuen
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010507972
Saved in:
6
Options trading and the cost of equity capital
Naiker, Vic
;
Navissi, Farshid
;
Truong, Cameron
- In:
The accounting review : a publication of the American …
88
(
2013
)
1
,
pp. 261-295
Persistent link: https://www.econbiz.de/10009711730
Saved in:
7
A lattice algorithm for pricing moving average barrier options
Dai, Min
;
Li, Peifan
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 542-554
Persistent link: https://www.econbiz.de/10003966493
Saved in:
8
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
9
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
10
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
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