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Pricing Discrete Barrier Optio...
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Derivat
Theorie
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19
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18
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Figlewski, Stephen
17
Gao, Bin
7
Subrahmanyam, Marti G.
4
Acharya, Viral V.
2
Ahn, Dong-Hyun
2
Boudoukh, Jacob
2
Cecchetti, Stephen G.
2
Cumby, Robert
2
Engle, Robert F.
2
Huang, Jing-Zhi
2
Lynch, Anthony W.
2
Richardson, Matthew
2
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2
Xie, Jun
2
Yang, Chunpeng
2
Canina, Linda
1
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1
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1
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1
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1
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2
Brookings-Wharton papers on financial services
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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Restoring financial stability : how to repair a failed system
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ECONIS (ZBW)
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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
Saved in:
2
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
-
1999
Persistent link: https://www.econbiz.de/10001394327
Saved in:
3
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
4
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
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5
Derivatives valuation based on arbitrage : the trade is crucial
Figlewski, Stephen
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 316-327
Persistent link: https://www.econbiz.de/10011950673
Saved in:
6
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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7
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
-
1998
Persistent link: https://www.econbiz.de/10000998129
Saved in:
8
A futures pricing model with long-term and short-term traders
Gao, Bin
;
Xie, Jun
;
Jia, Yun
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
Saved in:
9
Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin
;
Liang, Wen-guang
;
Xu, Zhong-yue
;
Xie, Jun
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
13
,
pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
Saved in:
10
Option pricing model with sentiment
Yang, Chunpeng
;
Gao, Bin
;
Yang, Jianlei
- In:
Review of derivatives research
19
(
2016
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
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