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  • Search: subject:"Reflection principle"
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Year of publication
Subject
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Option trading 11 Optionsgeschäft 11 Reflection principle 11 Option pricing theory 10 Optionspreistheorie 10 Esscher transform 7 Stochastic process 6 Stochastischer Prozess 6 Theorie 4 Theory 4 Barrier option 3 Brownian motion 3 Multi-step barrier 3 Multi-step reflection principle 3 Black-Scholes model 2 Black-Scholes-Modell 2 Icicled barrier option 2 barrier option 2 American barrier options 1 Autocallable structured product 1 Barrier option price 1 Chained option 1 Chained options 1 Correlated random walk 1 Correlation 1 Credit risk 1 Decision 1 Default risk 1 Derivat 1 Derivative 1 Dynamic fund protection 1 Entscheidung 1 Equity-indexed annuities 1 Equity-linked securities 1 European option 1 Ex-Ante Pareto 1 Exchange options 1 Extended static hedging 1 Extreme-or-nothing expectation 1 First hitting time 1
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Online availability
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Undetermined 15 Free 2
Type of publication
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Article 16 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16
Language
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English 17
Author
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Lee, Hangsuck 9 Lee, Gaeun 5 Song, Seongjoo 4 Ha, Hongjun 2 Han, Heejae 2 Jeon, Junkee 2 Kang, Myungjoo 2 Ko, Bangwon 2 Lee, Minha 2 Ahn, Soohan 1 Bovens, Luc 1 Choi, Yang Ho 1 Guo, Xin 1 Hishida, Yuji 1 Ishigaki, Yuta 1 Jeong, Himchan 1 Larrard, Adrien de 1 Mahtani, Anna 1 Nadtochiy, Sergey 1 Necula, Ciprian 1 Obłój, Jan 1 Okumura, Toshiki 1 Ruan, Zhao 1 Zhang, Jiayi 1 Zhou, Ke 1
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Institution
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Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 1
Published in...
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The North American journal of economics and finance : a journal of financial economics studies 7 Finance research letters 2 Mathematics and financial economics 2 Advances in Economic and Financial Research - DOFIN Working Paper Series 1 Asia-Pacific financial markets 1 International journal of theoretical and applied finance 1 The journal of futures markets 1
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Source
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ECONIS (ZBW) 16 RePEc 1
Showing 1 - 10 of 17
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Pricing options on the maximum or the minimum of several assets with default risk
Zhang, Jiayi; Zhou, Ke - 2025
Persistent link: https://www.econbiz.de/10015338077
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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
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Valuing rebate options and equity-linked products
Lee, Hangsuck; Jeong, Himchan; Lee, Gaeun - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014485473
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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
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Multi-step reflection principle and barrier options
Lee, Hangsuck; Lee, Gaeun; Song, Seongjoo - In: The journal of futures markets 42 (2022) 4, pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
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The Reflection Principle and the ex-ante pareto principle in Anna Mahtani's objects of credence
Bovens, Luc - 2024
Persistent link: https://www.econbiz.de/10015154724
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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
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Foreign equity lookback options with guarantees
Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013464131
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Valuation of piecewise linear barrier options
Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
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Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck; Ahn, Soohan; Ko, Bangwon - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
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