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~person:"Joshi, Mark S."
~person:"Løchte Jørgensen, Peter"
~person:"Verousis, Thanos"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Barrier option"
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Option trading
17
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17
Option pricing theory
9
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Joshi, Mark S.
Løchte Jørgensen, Peter
Verousis, Thanos
Ryu, Doojin
24
Wang, Xingchun
22
Zhang, Jin E.
18
Carr, Peter
16
Lee, Hangsuck
14
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12
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10
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9
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2
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Journal of economic dynamics & control
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1
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ECONIS (ZBW)
17
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1
Information and the arrival rate of option trading volume
Zhang, Mengyu
;
Verousis, Thanos
;
Kalaitzoglou, Iordanis
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 605-644
Persistent link: https://www.econbiz.de/10013187564
Saved in:
2
Do investors follow the herd in option markets?
Bernales, Alejandro
;
Verousis, Thanos
;
Voukelatos, Nikolaos
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521178
Saved in:
3
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
4
The impact of a premium-based tick size on equity option liquidity
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10011568431
Saved in:
5
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
6
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
7
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
8
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
9
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
10
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
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