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~person:"Ryu, Doojin"
~person:"Stentoft, Lars"
~subject:"Derivative"
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Search: subject:"Options"
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Derivative
Option trading
45
Optionsgeschäft
45
Option pricing theory
35
Optionspreistheorie
35
Volatility
18
Volatilität
18
Börsenkurs
17
Share price
17
Monte Carlo simulation
11
Simulation
11
VKOSPI
11
American options
10
Monte-Carlo-Simulation
10
Index futures
9
Index-Futures
9
KOSPI 200 options
9
ARCH model
8
ARCH-Modell
8
Derivat
8
Estimation theory
7
Schätztheorie
7
Aktienindex
6
Aktienoption
6
Asymmetric information
6
Asymmetrische Information
6
KOSPI200 options
6
Market microstructure
6
Marktmikrostruktur
6
Stock index
6
Stock option
6
Theorie
6
Theory
6
VIX
6
Anlageverhalten
5
Behavioural finance
5
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5
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5
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implied volatility index
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Ryu, Doojin
Stentoft, Lars
Hull, John
23
Wang, Xingchun
13
Madan, Dilip B.
9
Czerwonko, Michal
7
Jackwerth, Jens Carsten
7
Kolb, Robert W.
7
Kräussl, Roman
7
McAleer, Michael
7
Shea, Gary S.
7
Stork, Philip
7
Chang, Chia-Lin
6
Cheng, Benjamin
6
Félix, Luiz
6
Jarrow, Robert A.
6
Kruse, Susanne
6
Kōnstantinidēs, Giōrgos
6
Perrakis, Stylianos
6
Schlögl, Erik
6
Subrahmanyam, Marti G.
6
Zheng, Wendong
6
Carr, Peter
5
Joshi, Mark S.
5
Kang, Jangkoo
5
Kelly, Bryan T.
5
Nikitopoulos, Christina Sklibosios
5
Schoutens, Wim
5
Van Nieuwerburgh, Stijn
5
Zhang, Jin E.
5
Augustin, Patrick
4
Baule, Rainer
4
Brenner, Menachem
4
Chance, Don M.
4
Cui, Zhenyu
4
Du, Du
4
Escobar, Marcos
4
Fabozzi, Frank J.
4
Farkas, Walter
4
Galai, Dan
4
Guirguis, Michel
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Applied economics letters
2
The journal of futures markets
2
Asian economic journal : journal of the East Asian Economic Association
1
Economics letters
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Vega-informed trading and
options
market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
2
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
3
Asymmetric mispricing and regime-dependent dynamics in index futures and
options
markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
4
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
Saved in:
5
The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
Saved in:
6
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
Saved in:
7
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
8
Informed trading in the index option market : the case of KOSPI 200
options
Ahn, Hee-joon
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
Saved in:
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