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~person:"Chang, Chuang-chang"
~person:"Shaikh, Imlak"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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Optionspreistheorie
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15
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15
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7
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6
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4
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Chang, Chuang-chang
Shaikh, Imlak
Hull, John
27
Wang, Xingchun
22
Cui, Zhenyu
21
Madan, Dilip B.
18
Zhang, Jin E.
18
Joshi, Mark S.
17
Ryu, Doojin
17
Stentoft, Lars
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16
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12
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12
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11
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11
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11
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11
Alghalith, Moawia
10
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10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
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10
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9
Bernales, Alejandro
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Chen, An
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9
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9
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9
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9
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Research bulletin / The Institute of Cost Accountants of India
2
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1
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1
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1
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1
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1
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1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak
- In:
Research bulletin / The Institute of Cost Accountants …
42
(
2016
)
1
,
pp. 247-254
Persistent link: https://www.econbiz.de/10011622307
Saved in:
3
Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak
;
Padhi, Puja
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10011420288
Saved in:
4
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
5
On the relationship of implied, realized and historical volatility : evidence from NSE equity index options
Padhi, Puja
;
Shaikh, Imlak
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 915-934
Persistent link: https://www.econbiz.de/10010484378
Saved in:
6
Macroeconomic announcements and the implied volatility index : evidence from India VIX
Shaikh, Imlak
;
Padhi, Puja
- In:
Margin: the journal of applied economic research
7
(
2013
)
4
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011337346
Saved in:
7
The information content of implied volatility index (India VIX)
Shaikh, Imlak
;
Padhi, Puja
- In:
Global business perspectives
1
(
2013
)
4
,
pp. 359-378
Persistent link: https://www.econbiz.de/10010230219
Saved in:
8
Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
Saved in:
9
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
10
Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung
;
Chang, Chuang-chang
;
Lin, Chung-gee
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
Saved in:
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