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Search: isPartOf:"Applied Financial Economics Letters"
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Option pricing theory
Theorie
74
Theory
74
Börsenkurs
40
Capital income
40
Kapitaleinkommen
40
Share price
40
Estimation
36
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36
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33
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English
11
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Versluis, Cokki
3
Dokučaev, Nikolaj G.
2
Alfarano, Simone
1
Andrikopulos, Andreas A.
1
Chong, Terence Tai-Leung
1
Degiannakis, Stavros
1
Gheno, Andrea
1
Hillegers, Tom
1
Milaković, Mishael
1
Renò, Roberto
1
Uboldi, Adamo
1
Wagner, Friedrich
1
Wong, Kin-ming
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Xekalaki, Evdokia
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Applied financial economics letters
11
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ECONIS (ZBW)
11
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1
A nonparametric approach to the noise density in stochastic volatility models
Alfarano, Simone
;
Wagner, Friedrich
;
Milaković, Mishael
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 311-314
Persistent link: https://www.econbiz.de/10003807697
Saved in:
2
Price matching for multiple rescindable options and European options
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 319-325
Persistent link: https://www.econbiz.de/10003807716
Saved in:
3
A threshold model for the Hong Kong warrant prices
Wong, Kin-ming
;
Chong, Terence Tai-Leung
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 337-339
Persistent link: https://www.econbiz.de/10003807752
Saved in:
4
SPEC model selection algorithm for ARCH models : an options pricing evaluation framework
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 419-423
Persistent link: https://www.econbiz.de/10003808239
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5
On the quadratic approximation to the value of American put options : a note
Andrikopulos, Andreas A.
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 313-317
Persistent link: https://www.econbiz.de/10003605016
Saved in:
6
Corporate valuations and the Merton model
Gheno, Andrea
- In:
Applied financial economics letters
3
(
2007
)
1
,
pp. 47-50
Persistent link: https://www.econbiz.de/10003540146
Saved in:
7
Bond pricing and two unconditionally implied parameters inferred from option prices
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
3
(
2007
)
2
,
pp. 109-113
Persistent link: https://www.econbiz.de/10003540276
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8
Option pricing : back to the thinking of Bachelier
Versluis, Cokki
- In:
Applied financial economics letters
2
(
2006
)
3
,
pp. 205-209
Persistent link: https://www.econbiz.de/10003326282
Saved in:
9
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki
;
Hillegers, Tom
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Saved in:
10
About the cost of portfolio financing in Black-Scholes call option valuation
Versluis, Cokki
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 95-97
Persistent link: https://www.econbiz.de/10003302473
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