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~person:"Chance, Don M."
~person:"Madan, Dilip B."
~subject:"Börsenkurs"
~subject:"Derivative"
~subject:"Option pricing theory"
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Börsenkurs
Derivative
Option pricing theory
Derivat
46
Optionspreistheorie
20
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13
Optionsgeschäft
13
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13
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13
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11
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10
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Chance, Don M.
Madan, Dilip B.
Fabozzi, Frank J.
66
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Stulz, René M.
26
Zimmermann, Heinz
26
Härdle, Wolfgang
25
Shiller, Robert J.
25
Platen, Eckhard
24
Subrahmanyam, Marti G.
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Joshi, Mark S.
23
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Acharya, Viral V.
20
Brooks, Robert
20
Korn, Olaf
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Duffie, Darrell
19
Choudhry, Moorad
18
García, Philip
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
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Robert H. Smith School Research Paper
4
The journal of futures markets
3
The financial review : the official publication of the Eastern Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
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1
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1
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1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Review of research in futures markets : publ. three times a year by the Chicago Board of Trade in coop. with the Chicago Board of Trade Foundation
1
Risks : open access journal
1
Selected writings on futures markets : explorations in financial futures markets
1
The Dryden Press series in finance
1
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1
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1
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1
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The professional risk managers' guide to finance theory and application
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
46
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1
The multinomial option pricing model and its limits
Madan, Dilip B.
;
Milne, Frank
-
1988
Persistent link: https://www.econbiz.de/10000753404
Saved in:
2
An immunized hedge procedure for bond futures
Chance, Don M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 119-131)
.
1985
Persistent link: https://www.econbiz.de/10001305679
Saved in:
3
Derivatives & risk management
Chance, Don M.
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001375785
Saved in:
4
A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 149-174
Persistent link: https://www.econbiz.de/10001123291
Saved in:
5
Options market efficiency and the box spread strategy
Billingsley, Randall S.
- In:
The financial review : the official publication of the …
20
(
1985
)
4
,
pp. 287-301
Persistent link: https://www.econbiz.de/10001014868
Saved in:
6
The value line enigma extended : an examination of the performance of option recommendations
Broughton, John B.
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 541-569
Persistent link: https://www.econbiz.de/10001159928
Saved in:
7
The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B.
- In:
The review of financial studies
2
(
1989
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
Saved in:
8
Option volume and stock market : while put-call ratios seem to forecast market direction, transaction costs make it difficult to exploit the forecasts
Chance, Don M.
- In:
The journal of portfolio management : a publication of …
16
(
1990
)
4
,
pp. 42-51
Persistent link: https://www.econbiz.de/10001112342
Saved in:
9
Futures pricing and the cost of carry under price limits
Chance, Don M.
- In:
The journal of futures markets
14
(
1994
)
7
,
pp. 814-836
Persistent link: https://www.econbiz.de/10001171173
Saved in:
10
Trading time effects in financial and commodity futures markets
Ferris, Stephen P.
- In:
The financial review : the official publication of the …
22
(
1987
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10001028834
Saved in:
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