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~isPartOf:"Applied economics letters"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~subject:"Theorie"
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Kapitaleinkommen
Optionspreistheorie
Portfolio selection
Theorie
Börsenkurs
387
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387
Aktienmarkt
163
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163
Capital income
145
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114
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Ryu, Doojin
5
Schaub, Mark
5
Wang, Xingchun
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3
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Applied economics letters
International journal of theoretical and applied finance
508
Journal of banking & finance
498
Finance research letters
494
NBER working paper series
382
International review of financial analysis
345
Working paper / National Bureau of Economic Research, Inc.
341
Journal of financial economics
323
The journal of futures markets
304
NBER Working Paper
280
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
The journal of finance : the journal of the American Finance Association
270
International review of economics & finance : IREF
266
Applied mathematical finance
264
The journal of computational finance
256
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255
The North American journal of economics and finance : a journal of financial economics studies
252
Finance and stochastics
234
Journal of empirical finance
227
Pacific-Basin finance journal
223
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219
Journal of economic dynamics & control
212
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
The review of financial studies
209
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206
The European journal of finance
197
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181
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172
Economics letters
163
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Journal of financial and quantitative analysis : JFQA
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159
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156
Research paper series / Swiss Finance Institute
154
Applied financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
149
European journal of operational research : EJOR
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ECONIS (ZBW)
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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
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2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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3
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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4
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
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5
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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6
A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets
Fei, Peng
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 881-885
Persistent link: https://www.econbiz.de/10003996975
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7
Simpler proofs in finance and shout options
Ramprasath, L.
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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8
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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9
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
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10
The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Simonian, Joseph
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1767-1768
Persistent link: https://www.econbiz.de/10009232146
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