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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
79
Derivative
79
Option pricing theory
19
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15
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13
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Wang, Xingchun
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Derivatives & financial instruments
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
121
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
79
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1
Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu
;
Tongurai, Jittima
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
Saved in:
2
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
3
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
4
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
5
Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng
;
Chen, Jian
;
Song, Victor
;
Xu, Ke
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
Saved in:
6
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
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7
Deriving equity risk premium using dividend futures
Časta, Martin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013449236
Saved in:
8
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
9
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
10
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
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