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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
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The North American journal of economics and finance : a journal of financial economics studies
SpringerLink / Bücher
659
International journal of theoretical and applied finance
484
The journal of futures markets
395
Mathematical finance : an international journal of mathematics, statistics and financial theory
264
Europäische Hochschulschriften / 5
259
The journal of computational finance
259
Applied mathematical finance
248
Gabler Edition Wissenschaft
248
Journal of banking & finance
232
Finance and stochastics
224
The journal of derivatives : the official publication of the International Association of Financial Engineers
216
Quantitative finance
199
IMF Staff Country Reports
173
Review of derivatives research
173
Springer eBook Collection / Business and Economics
144
Insurance / Mathematics & economics
142
European journal of operational research : EJOR
140
Journal of economic dynamics & control
136
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
121
International journal of financial engineering
118
Finance research letters
115
Journal of mathematical finance
110
Computational economics
107
Wiley finance series
107
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
104
IMF Working Papers
102
Risks : open access journal
98
Journal of financial economics
96
Research paper series / Swiss Finance Institute
96
NBER working paper series
91
Lehrbuch
88
The European journal of finance
88
Schriftenreihe Finanzmanagement
87
Working paper / National Bureau of Economic Research, Inc.
86
Bank- und finanzwirtschaftliche Forschungen
82
The journal of finance : the journal of the American Finance Association
82
The review of financial studies
81
Asia-Pacific financial markets
80
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
85
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1
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
2
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
3
Interest rate derivatives and risk exposure : evidence from the life insurance industry
Liu, Hui-Hsuan
;
Chang, Ariana
;
Shiu, Yung-Ming
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012659093
Saved in:
4
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
5
Pricing options on stocks denominated in different currencies : theory and illustrations
Ng, Andrew C. Y.
;
Li, Johnny Siu-hang
;
Chan, Wai-Sum
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 339-354
Persistent link: https://www.econbiz.de/10010365762
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6
The non-uniform pricing effect of employee stock options using quantile regression
Kuo, Chii-shyan
;
Yu, Shihti
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 400-415
Persistent link: https://www.econbiz.de/10010367576
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7
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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8
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
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9
An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
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10
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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