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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Option pricing theory
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Lee, Hangsuck
7
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6
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4
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3
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3
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
495
The journal of futures markets
371
Discussion paper series / IZA
329
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
260
The journal of computational finance
256
Applied mathematical finance
243
NBER working paper series
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
206
Quantitative finance
201
IZA Discussion Paper
199
Review of derivatives research
186
Journal of economic dynamics & control
154
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149
Creativity and innovation management
135
European journal of operational research : EJOR
135
SpringerLink / Bücher
133
Finance research letters
124
CESifo working papers
116
International journal of financial engineering
116
Computational economics
109
Journal of business research : JBR
108
Journal of mathematical finance
108
Journal of financial economics
99
Risks : open access journal
96
Research paper series / Swiss Finance Institute
95
Working paper
95
Discussion paper / Centre for Economic Policy Research
88
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
82
Asia-Pacific financial markets
81
The review of financial studies
77
Journal of econometrics
74
The journal of finance : the journal of the American Finance Association
74
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Discussion paper / Tinbergen Institute
70
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1
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
2
Volatility smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
Saved in:
3
Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
Saved in:
4
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
5
Static hedging of chained-type barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
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6
Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
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7
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
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8
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
9
Pricing European continuous-installment strangle options
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012204447
Saved in:
10
Implied Sharpe ratios of portfolios with options : application to Nikkei futures and listed options
Akuzawa, Toshinao
;
Nishiyama, Yoshihiko
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 335-357
Persistent link: https://www.econbiz.de/10009779207
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