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Ryu, Doojin
7
Gupta, Rangan
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Wang, Xingchun
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Chevallier, Julien
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3
Grobys, Klaus
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Applied economics letters
The journal of futures markets
955
Energy economics
826
European journal of operational research : EJOR
823
Finance research letters
797
International journal of theoretical and applied finance
756
Journal of banking & finance
727
NBER working paper series
680
Working paper / National Bureau of Economic Research, Inc.
650
Journal of econometrics
584
NBER Working Paper
582
Insurance / Mathematics & economics
548
International review of financial analysis
530
Applied economics
508
Economic modelling
472
International review of economics & finance : IREF
462
Economics letters
459
The North American journal of economics and finance : a journal of financial economics studies
419
Discussion paper / Tinbergen Institute
397
Finance and stochastics
390
Working paper
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Journal of economic dynamics & control
374
Quantitative finance
372
Applied financial economics
362
Journal of empirical finance
344
The journal of derivatives : the official publication of the International Association of Financial Engineers
336
Discussion paper / Centre for Economic Policy Research
335
Applied mathematical finance
331
Journal of financial economics
329
Research in international business and finance
329
Risks : open access journal
318
The European journal of finance
301
The journal of computational finance
301
Journal of risk and financial management : JRFM
290
Journal of international financial markets, institutions & money
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of international money and finance
272
Computational economics
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The review of financial studies
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ECONIS (ZBW)
370
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1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
Implied correlation indices and
volatility
forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
9
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:
10
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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