//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Claremont McKenna College Robert Day School of Economics and Finance Research Paper"
~person:"Burdekin, Richard C. K."
~person:"Kim, Hyeyoen"
~person:"Li, Jinliang"
~person:"Nie, He"
~person:"Wang, Xingchun"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
12
Share price
12
Aktienmarkt
8
Stock market
8
Option pricing theory
6
Optionspreistheorie
6
Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
USA
5
United States
5
Derivat
4
Derivative
4
Stochastic process
4
Stochastischer Prozess
4
Anlageverhalten
3
Behavioural finance
3
China
3
Credit risk
3
Estimation
3
Impact assessment
3
Kreditrisiko
3
Option trading
3
Optionsgeschäft
3
Schätzung
3
Wirkungsanalyse
3
ARCH model
2
ARCH-Modell
2
Causality analysis
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Kausalanalyse
2
event study
2
stochastic correlation
2
stochastic volatility
2
stock returns
2
1979-2001
1
1995
1
Asymmetric information
1
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
15
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
17
Author
All
Burdekin, Richard C. K.
Kim, Hyeyoen
Li, Jinliang
Nie, He
Wang, Xingchun
Ryu, Doojin
9
Schaub, Mark
6
Yang, Heejin
4
Dajcman, Silvo
3
Jung, Hojin
3
Li, Meng
3
Alsaifi, Khaled
2
Bali, Rakesh
2
Bonilla, Claudio A.
2
Cao, Kang Hua
2
Caporale, Guglielmo Maria
2
Chen, Jian
2
Chen, Yi-Chang
2
Chevallier, Julien
2
Chung, Chune Young
2
Ciner, Cetin
2
Farinós Viñas, José Emilio
2
Ferris, Stephen P.
2
Gil-Alaña, Luis A.
2
Goutte, Stéphane
2
Grobys, Klaus
2
Holmes, Mark J.
2
Jiang, Yonghong
2
Kim, Jong-Min
2
Kim, Junyeup
2
Li, Ming-yuan Leon
2
Li, Rui
2
Lim, Kian-Ping
2
Liu, Xiaoquan
2
Liu, Yun
2
Lyuu, Yuh-dauh
2
Ma, Feng
2
Manahov, Viktor
2
McGuinness, Paul B.
2
Mu, Yuandong
2
Narayan, Paresh Kumar
2
more ...
less ...
Published in...
All
Applied economics letters
Claremont McKenna College Robert Day School of Economics and Finance Research Paper
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
6
Review of derivatives research
4
The journal of futures markets
4
The European journal of finance
3
CAMA Working Paper
2
CAMA working paper series
2
International review of economics & finance : IREF
2
Applied financial economics
1
Applied mathematical finance
1
CAMA Working Paper 32/2022
1
China economic review : an international journal
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic modelling
1
Economics letters
1
Explorations in economic history : EEH
1
Gabelli School of Business, Fordham University Research Paper
1
HKIMR working paper
1
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
NBER working paper series
1
Pacific-Basin finance journal
1
Robert Day School of Economics and Finance Research Paper
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
2
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
4
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
5
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
6
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
7
Weather and stock market volatility : the case of a leading emerging market
Shim, Hyein
;
Kim, Hyeyoen
;
Kim, Junyeup
;
Ryu, Doojin
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 987-992
Persistent link: https://www.econbiz.de/10011286532
Saved in:
8
Tiananmen Square 1989 : the view from financial markets
Burdekin, Richard C. K.
;
Li, Xinzhu
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 141-147
Persistent link: https://www.econbiz.de/10010482030
Saved in:
9
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
10
The impact of monetary policy on banking and finance stock prices in China
Kim, Hyeyoen
;
Kim, Junyeup
;
Lee, Jaeram
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1257-1261
Persistent link: https://www.econbiz.de/10010465623
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->