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Option pricing theory
261
Optionspreistheorie
261
Option trading
194
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194
Volatility
114
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114
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Kang, Jangkoo
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Lyuu, Yuh-dauh
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
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The journal of futures markets
NBER Working Papers
777
MPRA Paper
673
International journal of theoretical and applied finance
495
Working Paper
429
Research paper series / Swiss Finance Institute
366
CEPR Discussion Papers
365
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
General equilibrium and preference free model for pricing options under transformed gamma distribution
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003962630
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Risk analysis and hedging of parisian options under a jump-diffusion model
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 819-850
Persistent link: https://www.econbiz.de/10011568570
Saved in:
10
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
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