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~person:"Platen, Eckhard"
~person:"Ryu, Doojin"
~subject:"Optionspreistheorie"
~type:"article"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Optionspreistheorie
Derivat
26
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26
Börsenkurs
9
Option pricing theory
9
Share price
9
Portfolio selection
8
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8
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7
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Platen, Eckhard
Ryu, Doojin
Wang, Xingchun
15
Benth, Fred Espen
13
Fabozzi, Frank J.
12
Escobar, Marcos
9
Carr, Peter
8
Chiarella, Carl
8
Madan, Dilip B.
8
Cui, Zhenyu
7
Gouriéroux, Christian
7
Jarrow, Robert A.
7
Schoutens, Wim
7
Siu, Tak Kuen
7
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6
Kwok, Yue-Kuen
6
Račev, Svetlozar T.
6
Sabino, Piergiacomo
6
Zagst, Rudi
6
Elliott, Robert J.
5
Hull, John
5
Joshi, Mark S.
5
Kyriakou, Ioannis
5
Lin, Shih-kuei
5
Melʹnikov, Aleksandr V.
5
Monfort, Alain
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Muck, Matthias
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Muroi, Yoshifumi
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Sviščuk, Anatolij
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Takahashi, Akihiko
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Tunaru, Radu
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Xu, Wei
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Zhang, Jin E.
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4
Balbás de la Corte, Alejandro
4
Barone-Adesi, Giovanni
4
Chen, Son-nan
4
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4
Fusai, Gianluca
4
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Applied economics letters
2
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2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asian economic journal : journal of the East Asian Economic Association
1
Economics letters
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Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
2
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
3
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
4
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
Saved in:
5
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
6
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
7
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
8
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
9
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
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