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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
105
Theory
105
Portfolio selection
63
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63
Financial market
48
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48
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47
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42
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42
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39
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37
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17
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8
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1
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English
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Lee, Cheng F.
37
Lee, John
7
Lee, John C.
6
Chen, Yibing
5
Chen, Ren-Raw
4
Kao, Lie-Jane
3
Chang, Jow-Ran
2
Lee, Alice C.
2
Lee, Han-Hsing
2
Tai, Tzu
2
Beatty, Randolph P.
1
Chen, K. C.
1
Chuang, Hongwei
1
Hsu, Y. L.
1
Lee, Han-hsing
1
Lee, Jack C.
1
Li, Jianping
1
Lin, James Wuh
1
Lin, T. I.
1
Lin, T. L.
1
Sokolinskiy, Oleg
1
Tzeng, Gwo-hshiung
1
Wang, R. S.
1
Wang, Shin-yun
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Wu, Ta-peng
1
Yao, Yanzhen
1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
6
Review of quantitative finance and accounting
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Review of Pacific Basin financial markets and policies
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
International journal of theoretical and applied finance
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
Review of derivatives research
1
SpringerLink / Bücher
1
The quarterly review of economics and business : journal of the Midwest Economics Association
1
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ECONIS (ZBW)
39
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1
Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie-Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
Saved in:
2
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process
Kao, Lie-Jane
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009624510
Saved in:
3
Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options
Kao, Lie-Jane
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011742280
Saved in:
4
On the nonstationarity of convertible bond betas : theory and evidence
Beatty, Randolph P.
- In:
The quarterly review of economics and business : …
28
(
1988
)
3
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001087041
Saved in:
5
Biases and sensitivities of the black-scholes option price
Lee, Cheng F.
- In:
Advances in quantitative analysis of finance and …
4
(
1996
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
Saved in:
6
Bounds for option prices and the expected payoffs with skewness and kurtosis
Lee, Cheng F.
;
Zhang, Peter
;
Lee, Alice C.
- In:
Advances in quantitative analysis of finance and …
10
(
2002
),
pp. 117-138
Persistent link: https://www.econbiz.de/10001753323
Saved in:
7
The constant elasticity of variance models : new evidence from S&P 500 index options
Lee, Cheng F.
;
Wu, Ta-peng
;
Chen, Ren-Raw
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10002131787
Saved in:
8
On the limiting properties of binomial and multinomial option pricing models : review and integration
Lee, Jack C.
;
Lee, Cheng F.
;
Wang, R. S.
;
Lin, T. I.
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 271-295
Persistent link: https://www.econbiz.de/10002225835
Saved in:
9
Handbook of quantitative finance and risk management ; Vol. 3
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651261
Saved in:
10
Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
Saved in:
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