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~person:"Lee, Hangsuck"
~person:"Merton, Robert C."
~subject:"Optionspreistheorie"
~subject:"Theorie"
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Search: subject_exact:"Black-Scholes option pricing model"
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Optionspreistheorie
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9
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6
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4
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Lee, Hangsuck
Merton, Robert C.
Lee, Cheng F.
12
Alghalith, Moawia
11
Jarrow, Robert A.
11
Madan, Dilip B.
11
Câmara, António
9
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9
Schoutens, Wim
9
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7
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7
Kohlmann, Michael
7
Renault, Eric
7
Alòs, Elisa
6
Chance, Don M.
6
Cui, Zhenyu
6
Engle, Robert F.
6
Franke, Günter
6
Garcia, René
6
Kühn, Christoph
6
Lee, John C.
6
Orlando, Giuseppe
6
Rosenberg, Joshua V.
6
Satchell, Stephen
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Singh, Vipul Kumar
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Stapleton, Richard C.
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5
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5
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Härdle, Wolfgang
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Ko, Bangwon
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The North American journal of economics and finance : a journal of financial economics studies
4
Options : classic approaches to pricing and modelling
3
Finance research letters
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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1
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
Saved in:
2
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
3
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
Lee, Hangsuck
;
Lee, Minha
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449375
Saved in:
4
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
5
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
6
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
7
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
Saved in:
8
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
Saved in:
9
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
Saved in:
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