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A new simple square root optio...
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Option pricing theory
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Wang, Yaw-Huei
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Câmara, António
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Camara, Antonio
23
Wang, Yaw-huei
15
Chang, Chuang-Chang
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Bartram, Söhnke M.
9
Chung, San-Lin
9
Hsieh, Pei-Fang
9
Taylor, Stephen J.
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Popova, Ivilina
8
Li, Weiping
7
Tsai, Wei-Che
6
Chang, Chuang-chang
5
Yen, Kuang-Chieh
5
Heston, Steven L.
4
Keswani, Aneel
4
Taylor, Stephen
4
Chung, San-lin
3
Câmara, Ana
3
Hung, Mao-Wei
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Krehbiel, Timothy L.
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Simkins, Betty
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Simkins, Betty J.
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Tseng, Chih-Ping
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2
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2
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2
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Journal of banking & finance
17
The journal of futures markets
17
Journal of Banking & Finance
6
Journal of Futures Markets
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Asia-Pacific journal of financial studies
2
International journal of forecasting
2
Journal of Financial Markets
2
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2
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ECONIS (ZBW)
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1
Option implied cost of equity and its properties
Câmara, António
;
Chung, San-lin
;
Wang, Yaw-huei
- In:
The journal of futures markets
29
(
2009
)
7
,
pp. 599-629
Persistent link: https://www.econbiz.de/10003842906
Saved in:
2
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:
3
A generalization of the Brennan-Rubinstein approach for the pricing of derivatives
Câmara, António
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 805-819
Persistent link: https://www.econbiz.de/10001750603
Saved in:
4
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
5
Earnings-based bonus compensation
Câmara, António
- In:
The financial review : the official publication of the …
44
(
2009
)
4
,
pp. 469-488
Persistent link: https://www.econbiz.de/10003899941
Saved in:
6
The Black-Scholes legacy : closed-form option pricing models
Câmara, António
- In:
Financial derivatives : pricing and risk management
,
(pp. 387-404)
.
2010
Persistent link: https://www.econbiz.de/10003920436
Saved in:
7
Two counters of jumps
Câmara, António
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
Saved in:
8
The valuation of options with restrictions on preferences and distributions
Câmara, António
- In:
The journal of futures markets
21
(
2001
)
12
,
pp. 1091-1117
Persistent link: https://www.econbiz.de/10001620297
Saved in:
9
Option prices sustained by risk-preferences
Câmara, António
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1683-1708
Persistent link: https://www.econbiz.de/10003232488
Saved in:
10
Displaced jump-diffusion option valuation
Câmara, António
;
Krehbiehl, Tim
;
Li, Weiping
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
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