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~person:"Maurer, Raimond"
~person:"Vorst, Ton"
~subject:"Currency derivative"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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Search: subject_exact:"Barrier option"
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Currency derivative
Optionspreistheorie
Volatility
Option trading
17
Optionsgeschäft
17
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15
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15
Volatilität
8
Risiko
6
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6
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5
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4
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4
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English
11
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Maurer, Raimond
Vorst, Ton
Hull, John
27
Wang, Xingchun
22
Cui, Zhenyu
21
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Joshi, Mark S.
17
Stentoft, Lars
17
Carr, Peter
16
Lee, Hangsuck
16
Kelly, Bryan T.
14
Fusai, Gianluca
13
Todorov, Viktor
13
Fusari, Nicola
12
Orosi, Greg
12
Perrakis, Stylianos
12
Schoutens, Wim
12
Ewald, Christian-Oliver
11
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Zanette, Antonino
11
Alghalith, Moawia
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Poteshman, Allen M.
10
Alexander, Carol
9
Bernales, Alejandro
9
Chen, An
9
Giglio, Stefano
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
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9
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9
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9
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Report / Erasmus Center for Financial Research, Erasmus University
4
Journal of banking & finance
2
European financial management : the journal of the European Financial Management Association
1
Finanzmarkt und Portfolio-Management
1
Journal of international money and finance
1
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
2
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
3
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
-
1999
Persistent link: https://www.econbiz.de/10013442977
Saved in:
4
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
5
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Saved in:
6
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
7
Complex barrier options
Cheuk, Terry Hon Fu
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
Saved in:
8
The impact of firm specific news on implied volatilities
Donders, Monique
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
Saved in:
9
The impact of firm specific news on implied volatilities
Donders, Monique
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966915
Saved in:
10
Complex barrier options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966919
Saved in:
1
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