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~subject:"Option pricing theory"
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Option pricing theory
Derivat
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Derivative
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Theorie
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Theory
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CAPM
4
Hedging
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
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Portfolio selection
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Portfolio-Management
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Almost stochastic dominance
2
Black-Scholes model
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Black-Scholes-Modell
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Capital income
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Distance-to-default (DTD) model
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Dividend
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Dividende
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Estimation
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Option trading
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Optionsgeschäft
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Schätzung
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USA
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United States
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Volatility
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Volatilität
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almost stochastic dominance
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cumulative accuracy profiles (CAP) curve
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rare event logit (REL) model
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receiver operating characteristic (ROC) curve
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1996-2003
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Academic writing
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American option
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Anlageverhalten
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Asian financial crisis
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Asset allocation
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English
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Chang, Jow-Ran
4
Lee, John
3
Lee, Cheng F.
2
Chen, Yibing
1
Liu, Wei-Han
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Review of Pacific Basin financial markets and policies
1
The journal of derivatives : JOD
1
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ECONIS (ZBW)
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1
Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
Saved in:
2
Estimating European and American option pricing models : Excel and SAS language approach
Chang, Jow-Ran
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050024
Saved in:
3
Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han
;
Chang, Jow-Ran
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
Saved in:
4
Alternative methods to estimate implied variance : review and comparison
Chen, Yibing
;
Lee, Cheng F.
;
Lee, John
;
Chang, Jow-Ran
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011976147
Saved in:
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