//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Macroeconomic risk and the cro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Capital income
53
Kapitaleinkommen
53
Theorie
37
Theory
37
Börsenkurs
36
Share price
36
South Korea
36
Südkorea
36
CAPM
25
Anlageverhalten
24
Behavioural finance
24
Estimation
24
Schätzung
24
Aktienmarkt
20
Stock market
20
Option trading
17
Optionsgeschäft
17
Portfolio selection
17
Portfolio-Management
17
Risikoprämie
16
Risk premium
16
Volatility
12
Volatilität
12
Derivat
11
Derivative
11
Forecasting model
11
Option pricing theory
11
Prognoseverfahren
11
Securities trading
10
USA
10
United States
10
Wertpapierhandel
10
Financial investment
8
Kapitalanlage
8
Speculation
8
Spekulation
8
Credit risk
7
Kreditrisiko
7
Method of moments
7
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Kang, Jangkoo
8
Kim, Hwa-sung
5
Kim, In-joon
2
Kim, Tong Suk
2
Lee, Soonhee
2
Shin, Jeongwoo
2
Wang, Yaw-huei
2
Bae, Kwangil
1
Chang, Geunhyuk
1
Choi, Hyun-Woo
1
Câmara, António
1
Kang, Hankil
1
Kim, Sol
1
Lee, Changjun
1
Park, Yuen Jung
1
Ryu, Doojin
1
Suh, Sangwon
1
more ...
less ...
Published in...
All
The journal of futures markets
7
Asia-Pacific journal of financial studies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
2
The information content of OTC individual put option implied volatility for credit default swap spreads
Park, Yuen Jung
;
Kim, Tong Suk
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Saved in:
3
Contingent claims valuation of optional calling plan contracts in telephone industry
Choi, Hyun-Woo
;
Kim, In-joon
;
Kim, Tong Suk
- In:
International review of financial analysis
11
(
2002
)
4
,
pp. 433-448
Persistent link: https://www.econbiz.de/10001745105
Saved in:
4
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
Saved in:
5
An efficient approximation method for American exotic options
Chang, Geunhyuk
;
Kang, Jangkoo
;
Kim, Hwa-sung
;
Kim, In-joon
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
Saved in:
6
Pricing basket and Asian options under the jump-diffusion process
Bae, Kwangil
;
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 830-854
Persistent link: https://www.econbiz.de/10009355795
Saved in:
7
Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
Saved in:
8
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
9
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->