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~isPartOf:"Annals of finance"
~person:"Schoutens, Wim"
~subject:"Optionsgeschäft"
~subject:"Realoptionsansatz"
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Optionsgeschäft
Realoptionsansatz
Option pricing theory
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Option trading
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Optionspreistheorie
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Advanced stock price models
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Börsenkurs
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Conic finance
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Derivat
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Share price
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Schoutens, Wim
Chan, Leunglung
2
Elliott, Robert J.
2
Junike, Gero
2
Villani, Giovanni
2
Brignone, Riccardo
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Brown, Donald J.
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Bufalo, Michele
1
D'Addona, Stefano
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D'Amico, Guglielmo
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Di Bari, Antonio
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Guillaume, Florence
1
Ibragimov, Rustam Ju.
1
Jarrow, Robert A.
1
Kirkby, J. Lars
1
Leoni, Peter
1
Lorig, Matthew
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Marinelli, Carlo
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Nguyen, Duy
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Polyrakis, Ioannis A.
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Sgarra, Carlo
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Siu, Tak Kuen
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Stier, Hauke
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Suaysom, Natchanon
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Annals of finance
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Review of derivatives research
1
Risks : open access journal
1
The European journal of finance
1
The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
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2
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
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