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Option pricing theory
261
Optionspreistheorie
261
Option trading
194
Optionsgeschäft
194
Volatility
113
Volatilität
113
Theorie
90
Theory
90
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79
United States
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Derivat
48
Derivative
48
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42
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42
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32
Index-Futures
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Kang, Jangkoo
10
Ryu, Doojin
9
Chung, San-lin
7
Câmara, António
7
Wang, Yaw-huei
7
Hung, Mao-Wei
6
Kwok, Yue-Kuen
6
Liao, Szu-Lang
6
Zhang, Jin E.
6
Corrado, Charles Joseph
5
Kim, Hwa-sung
5
Daigler, Robert T.
4
Fung, Joseph K. W.
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Huang, Zhuo
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Vipul
4
Wang, Xingchun
4
Alcock, Jamie
3
Byun, Suk Joon
3
Elliott, Robert J.
3
Gray, Philip K.
3
Guo, Biao
3
Kit, Pong Wong
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Lim, Kian-Guan
3
Lin, Sha
3
Lin, Yueh-neng
3
Luo, Xingguo
3
Nunes, Joaõ Pedro Vidal
3
Shackleton, Mark B.
3
Shiraya, Kenichiro
3
Simon, David P.
3
Su, Tie
3
Takahashi, Akihiko
3
Verousis, Thanos
3
Wang, Tianyi
3
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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The journal of futures markets
Journal of banking & finance
643
NBER working paper series
562
Working paper / National Bureau of Economic Research, Inc.
549
International journal of theoretical and applied finance
510
The journal of corporate finance : contracting, governance and organization
489
Journal of financial economics
460
NBER Working Paper
422
The journal of finance : the journal of the American Finance Association
352
Finance research letters
325
The review of financial studies
310
SpringerLink / Bücher
291
Discussion paper / Centre for Economic Policy Research
280
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
Journal of financial and quantitative analysis : JFQA
259
The journal of computational finance
259
International review of financial analysis
257
The journal of derivatives : the official publication of the International Association of Financial Engineers
253
Applied mathematical finance
245
Finance and stochastics
233
Review of quantitative finance and accounting
217
Quantitative finance
209
Working paper
206
Pacific-Basin finance journal
204
International review of economics & finance : IREF
201
Management science : journal of the Institute for Operations Research and the Management Sciences
200
Finance and development : a quarterly magazine of the IMF
199
The European journal of finance
194
Review of derivatives research
187
Journal of economic dynamics & control
181
Applied economics
180
Europäische Hochschulschriften / 5
175
European journal of operational research : EJOR
152
Policy research working paper : WPS
145
The North American journal of economics and finance : a journal of financial economics studies
145
Insurance / Mathematics & economics
144
Research paper series / Swiss Finance Institute
144
Applied financial economics
140
Small business economics : an entrepreneurship journal
134
Research in international business and finance
132
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ECONIS (ZBW)
377
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1
Reverse convertible bonds analyzed
Szymanowska, Marta
;
Horst, Jenke R. ter
;
Veld, Chris H.
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
Saved in:
2
Anatomy of option features in convertible bonds
Lau, Ka Wo
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 513-532
Persistent link: https://www.econbiz.de/10002059351
Saved in:
3
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
4
The mispricing of US treasury callable bonds
Carayannopoulos, Peter
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
Saved in:
5
A graphical note on European put thetas
Alexander, Gordon J.
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 201-209
Persistent link: https://www.econbiz.de/10001198882
Saved in:
6
Put-call parity with futures-style margining
Easton, Stephen Andrew
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001218563
Saved in:
7
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
8
Comment: "On approximating deep in-the-money Asian options under exponential Lévy Processes"
Sun, Xianming
;
Haesen, Dorien
;
Vanmaele, Michèle
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1220-1221
Persistent link: https://www.econbiz.de/10011546256
Saved in:
9
Price-to-earnings ratios and option prices
Chua, Ansley
;
DeLisle, R. Jared
;
Feng, Sze-Shiang
;
Lee, …
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 738-752
Persistent link: https://www.econbiz.de/10011392646
Saved in:
10
Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo
;
Lee, Soonhee
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 722-744
Persistent link: https://www.econbiz.de/10011568552
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