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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Option trading
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Lee, Hangsuck
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The North American journal of economics and finance : a journal of financial economics studies
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
112
IZA Discussion Papers
106
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
GE, Growth, Math methods
83
Review of derivatives research
75
Discussion paper series / IZA
70
CESifo Working Paper
67
IZA Discussion Paper
65
NBER working paper series
65
The journal of computational finance
60
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Finance research letters
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56
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Economics Bulletin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CREATES Research Papers
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36
Research Reports / Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
International review of economics & finance : IREF
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33
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32
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RePAd Working Paper Series
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ECONIS (ZBW)
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1
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
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2
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
Saved in:
3
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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4
Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng
;
Xie, Xiaoke
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
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5
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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6
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
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7
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
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8
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
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9
An effective hybrid variance reduction method for pricing the Asian options and its variants
Lu, King-Jeng
;
Liang, Chiung-Ju
;
Hsieh, Ming-Hua
;
Lee, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
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10
Valuation of piecewise linear barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
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