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Applied economics letters
European journal of operational research : EJOR
740
NBER Working Papers
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687
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686
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ECONIS (ZBW)
311
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1
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:
2
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
Saved in:
3
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:
4
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:
5
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:
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
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:
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
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:
10
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
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