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Option pricing theory
Capital income
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32
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Shackleton, Mark B.
11
Chung, San-Lin
3
Taylor, Stephen
3
Chung, San-lin
2
Liu, Xiaoquan
2
Xu, Xinzhong
2
Carnero, M. Angeles
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Klumpes, Paul J. M.
1
Ko, Kunyi
1
Voukelatos, Nikolaos
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Journal of banking & finance
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Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
11
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1
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
2
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
3
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:
4
Finite maturity caps and floors on continuous flows
Shackleton, Mark B.
;
Wojakowski, Rafał
- In:
Journal of economic dynamics & control
31
(
2007
)
12
,
pp. 3843-3859
Persistent link: https://www.econbiz.de/10003569836
Saved in:
5
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:
6
Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
Saved in:
7
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
8
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:
9
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:
10
Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.
;
Shackleton, Mark B.
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
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