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Pricing Options with American...
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Option pricing theory
Theorie
59
Theory
59
Optionspreistheorie
46
Capital income
22
Kapitaleinkommen
22
Option trading
22
Optionsgeschäft
22
Börsenkurs
19
Hedging
19
Share price
19
Volatility
19
Volatilität
19
Estimation
17
Schätzung
17
Hypothek
14
Immobilienmarkt
14
Immobilienpreis
14
Mortgage
14
Real estate market
14
Real estate price
14
Anlageverhalten
11
Behavioural finance
11
Real options analysis
11
Realoptionsansatz
11
Taiwan
11
Derivat
10
Derivative
10
CAPM
9
Portfolio selection
9
Portfolio-Management
9
Stochastic process
9
Forecasting model
8
Prognoseverfahren
8
Stochastischer Prozess
8
Credit risk
7
Kreditrisiko
7
Trading volume
7
Aktienmarkt
6
Handelsvolumen der Börse
6
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Article
43
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3
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43
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43
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English
46
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Chung, San-lin
15
Chang, Chuang-chang
13
Shackleton, Mark B.
11
Chung, San-Lin
10
Tsai, Wei-che
5
Shih, Pai-ta
4
Wang, Yaw-huei
4
Chang, Chuang-Chang
3
Lin, Jun-biao
3
Taylor, Stephen
3
Wang, Yaw-Huei
3
Chou, Robin K.
2
Câmara, António
2
Ho, Hsiao-Wei
2
Huang, Henry Hongren
2
Lin, Jun-Biao
2
Liu, Xiaoquan
2
Shih, Pai-Ta
2
Tsao, Chueh-yung
2
Xu, Xinzhong
2
Yildirim, Yildiray
2
Carnero, M. Angeles
1
Chang, Hsieh-chung
1
Chen, Chang
1
Chen, David M.
1
Chen, Hsuan-Chi
1
Chen, Ren-Raw
1
Chung, Huimin
1
Dong, Meng-yun
1
Gang, Shyy
1
Hsiao, Yu-Jen
1
Hsiao, Yu-jen
1
Hung, Mao-Wei
1
Hung, Weifeng
1
Klumpes, Paul J. M.
1
Ko, Kunyi
1
Lai, Hsiao-wei
1
Lee, Han-hsing
1
Liao, Tzu-hsiang
1
Lin, Chung-gee
1
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The journal of futures markets
10
Journal of banking & finance
6
Review of quantitative finance and accounting
5
Journal of financial and quantitative analysis : JFQA
3
Research in finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in financial planning and forecasting
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Finance : revue de l'Association Française de Finance
1
International journal of business
1
International journal of forecasting
1
Jingji-lunwen
1
Journal of business finance & accounting : JBFA
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Review of derivatives research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
46
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1
Valuation and hedging of American-style lookback and barrier options
Chang, Chuang-chang
;
Chung, San-lin
- In:
Advances in investment analysis and portfolio …
8
(
2001
),
pp. 19-37
Persistent link: https://www.econbiz.de/10001640860
Saved in:
2
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin
;
Ko, Kunyi
;
Shackleton, Mark B.
;
Yeh, …
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1026-1057
Persistent link: https://www.econbiz.de/10008900940
Saved in:
3
Generalised Geske-Johnson interpolation of option prices
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 976-1001
Persistent link: https://www.econbiz.de/10003507253
Saved in:
4
On the use and improvement of Hull and White's control variate technique
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
Saved in:
5
On the errors and comparison of Vega estimation methods
Chung, San-lin
;
Shackleton, Mark B.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
Saved in:
6
Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin
;
Shackleton, Mark B.
;
Wojakowski, Rafal
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
Saved in:
7
An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang
- In:
International journal of business
5
(
2000
)
2
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
Saved in:
8
Pricing American options on foreign assets in a stochastic interest rate economy
Chung, San-lin
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 667-692
Persistent link: https://www.econbiz.de/10001724585
Saved in:
9
American option valuation under stochastic interest rates
Chung, San-Lin
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 283-307
Persistent link: https://www.econbiz.de/10001493261
Saved in:
10
Pricing options with price limits and market illiquidity
Chang, Chuang-chang
;
Chung, Huimin
;
Wang, Tin-I
- In:
Research in finance
22
(
2005
),
pp. 187-214
Persistent link: https://www.econbiz.de/10003753351
Saved in:
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