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~person:"Lee, Hangsuck"
~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Financial Futures"
~subject:"Optionsgeschäft"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
Derivative
Financial Futures
Optionsgeschäft
Option trading
14
Option pricing theory
13
Optionspreistheorie
13
Esscher transform
10
Reflection principle
5
Stochastic process
5
Stochastischer Prozess
5
Barrier option
4
Black-Scholes model
4
Black-Scholes-Modell
4
Brownian motion
4
Experiment
4
Multi-step barrier
3
Hedging
2
Icicled barrier option
2
Multi-step double barrier options
2
Multi-step reflection principle
2
Static hedging
2
American barrier option
1
Autocallable structured product
1
Black-Scholes option price
1
Brownian motion of piecewise constant drift
1
Digital option
1
Exchange options
1
Extended static hedging
1
First-hitting time
1
Fokker-Planck equation
1
Icicles
1
Industrial research
1
Industrieforschung
1
Insurance
1
Insurance guaranty premiums
1
Insurance premium
1
Jump diffusion
1
Lookback option
1
Lookback-barrier option
1
Multi-step double barrier option
1
Multi-step double boundary
1
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Aufsatz in Zeitschrift
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English
14
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Lee, Hangsuck
Ryu, Doojin
24
Wang, Xingchun
22
Zhang, Jin E.
18
Carr, Peter
16
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Zanette, Antonino
11
Lung, Peter P.
10
Madan, Dilip B.
10
Chang, Chuang-chang
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Fusai, Gianluca
9
Schoutens, Wim
9
Wu, Liuren
9
Cai, Ning
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ruan, Xinfeng
8
Siu, Tak Kuen
8
Truong, Cameron
8
Yang, Heejin
8
Benth, Fred Espen
7
Dai, Min
7
Elliott, Robert J.
7
Hobson, David G.
7
Kim, Sol
7
Ronn, Ehud I.
7
Stentoft, Lars
7
Takahashi, Akihiko
7
Wei, Jason
7
Alexander, Carol
6
Bernales, Alejandro
6
Bernard, Carole
6
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The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
4
The journal of futures markets
3
Mathematics and financial economics
1
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ECONIS (ZBW)
14
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1
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
2
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
3
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
4
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
5
Insurance guaranty premiums and exchange options
Lee, Hangsuck
;
Song, Seongjoo
;
Lee, Gaeun
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014226252
Saved in:
6
Piecewise linear double barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 125-151
Persistent link: https://www.econbiz.de/10012796299
Saved in:
7
Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2248-2272
Persistent link: https://www.econbiz.de/10013465884
Saved in:
8
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
9
Multi-step barrier products and static hedging
Lee, Hangsuck
;
Choi, Yang Ho
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
Saved in:
10
Multi-step double barrier options
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Minha
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
Saved in:
1
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