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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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Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian; Wang, Zi-Ling; Xiao, Wei-Lin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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Valuing step barrier options and their icicled variations
Lee, Hangsuck; Ko, Bangwon; Song, Seongjoo - In: The North American journal of economics and finance : a … 49 (2019), pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
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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
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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
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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
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Psychological barriers and option pricing in a local volatility model
Li, Dan; Liu, Lixin; Xu, Guangli - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
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Valuing lookback options with barrier
Lee, Hangsuck; Kim, Eunchae; Ko, Bangwon - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
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Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
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On the exercise of American quanto options
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013538939