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Schaub, Mark
6
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5
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5
Ryu, Doojin
5
Wang, Xingchun
5
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4
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Applied economics letters
NBER working paper series
1,370
Journal of banking & finance
1,278
Finance research letters
1,260
Working paper / National Bureau of Economic Research, Inc.
1,226
NBER Working Paper
1,038
The journal of futures markets
938
Energy economics
844
International review of financial analysis
819
International journal of theoretical and applied finance
807
Journal of financial economics
734
Applied economics
672
International review of economics & finance : IREF
631
The journal of finance : the journal of the American Finance Association
621
Journal of economic dynamics & control
602
Economic modelling
597
European journal of operational research : EJOR
577
Discussion paper / Centre for Economic Policy Research
563
The North American journal of economics and finance : a journal of financial economics studies
561
Journal of empirical finance
560
The review of financial studies
551
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Mathematical finance : an international journal of mathematics, statistics and financial theory
521
Economics letters
500
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489
Applied financial economics
486
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Working paper
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Research in international business and finance
464
Journal of econometrics
450
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445
The European journal of finance
444
Journal of international money and finance
443
Research paper series / Swiss Finance Institute
434
Journal of international financial markets, institutions & money
432
Pacific-Basin finance journal
404
Journal of risk and financial management : JRFM
399
Management science : journal of the Institute for Operations Research and the Management Sciences
377
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
371
Applied mathematical finance
369
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ECONIS (ZBW)
453
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1
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
2
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
Saved in:
3
Intraday
hedging
with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
4
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
5
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
10
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
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