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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
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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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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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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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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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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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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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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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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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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