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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
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Black-Scholes model
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Theorie
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Option pricing theory
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Optionspreistheorie
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CAPM
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Siddiqi, Mazhar A.
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Chen, Guan-yu
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Choi, Daniel F. S.
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Lee, Cheng F.
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Lee, Jack C.
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Lin, T. I.
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Ouyang, Peter G. Z.
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Advances in quantitative analysis of finance and accounting : a research annual
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
32
Computational economics
29
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
International journal of financial engineering
22
Journal of mathematical finance
22
Quantitative finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Annals of financial economics
7
Applied economics
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
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Applied financial economics
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Discussion paper / B
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
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International journal of financial markets and derivatives
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The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs
Chen, Guan-yu
;
Palmer, Ken
;
Sheu, Yuan-chung
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 1-22
Persistent link: https://www.econbiz.de/10003575266
Saved in:
2
On the limiting properties of binomial and multinomial option pricing models : review and integration
Lee, Jack C.
;
Lee, Cheng F.
;
Wang, R. S.
;
Lin, T. I.
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 271-295
Persistent link: https://www.econbiz.de/10002225835
Saved in:
3
Using simulations to price compound options and calculate partial differentials
Siddiqi, Mazhar A.
- In:
Advances in quantitative analysis of finance and …
8
(
2000
),
pp. 61-86
Persistent link: https://www.econbiz.de/10001543195
Saved in:
4
The expected return of a static Black-Scholes delta-hedge and the CAPM
Choi, Daniel F. S.
;
Ouyang, Peter G. Z.
- In:
Advances in quantitative analysis of finance and …
8
(
2000
),
pp. 259-266
Persistent link: https://www.econbiz.de/10001543222
Saved in:
5
Incentives for spin-offs in the face of financial distress : debt tax shields and limited liability
Siddiqi, Mazhar A.
- In:
Advances in quantitative analysis of finance and …
5
(
1997
),
pp. 223-237
Persistent link: https://www.econbiz.de/10001230047
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