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  • Search: subject:"Two-state volatility"
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Subject
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Black-Scholes 1 Black-Scholes model 1 Black-Scholes-Modell 1 CAPM 1 Constant elasticity variance 1 Jump diffusion 1 Markov switch 1 Option pricing theory 1 Options pricing and hedging 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 Taiwan stock index options 1 Two-State volatility model 1 Two-state volatility 1 Volatility 1 Volatilität 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Lin, Feng-Jeng 1 Su, En-Der 1 Su, Ender 1 Wong, Kai Wen 1
Published in...
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Computational Economics 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Testing the alternative two-state options pricing models : An empirical analysis on TXO
Su, Ender; Wong, Kai Wen - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 101-116
Persistent link: https://www.econbiz.de/10012176286
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Two-State Volatility Transition Pricing and Hedging of TXO Options
Su, En-Der; Lin, Feng-Jeng - In: Computational Economics 39 (2012) 3, pp. 259-287
Persistent link: https://www.econbiz.de/10010866849
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