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Demand-Based Option Pricing
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77
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Wang, Xingchun
5
Ryu, Doojin
4
Hatemi-J, Abdulnasser
3
Schreyer, Dominik
3
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3
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2
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Applied economics letters
NBER working paper series
909
Working paper / National Bureau of Economic Research, Inc.
874
NBER Working Paper
730
The journal of futures markets
675
Journal of banking & finance
588
International journal of theoretical and applied finance
585
Finance research letters
467
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453
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444
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368
European journal of operational research : EJOR
360
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312
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International review of financial analysis
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
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291
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Journal of financial economics
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277
International review of economics & finance : IREF
267
The journal of derivatives : the official publication of the International Association of Financial Engineers
267
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262
Economics letters
250
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238
The North American journal of economics and finance : a journal of financial economics studies
220
The journal of finance : the journal of the American Finance Association
218
IMF working paper
217
The review of financial studies
212
International journal of production economics
210
Management science : journal of the Institute for Operations Research and the Management Sciences
210
The European journal of finance
209
Insurance / Mathematics & economics
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CESifo working papers
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Journal of international money and finance
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ECONIS (ZBW)
207
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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
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
Saved in:
3
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:
4
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:
5
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:
6
A generalized algorithm for duration and convexity of option embedded bonds
Homaifar, Ghassem
;
Michello, Frank A.
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 835-842
Persistent link: https://www.econbiz.de/10012204397
Saved in:
7
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:
8
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:
9
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:
10
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
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