//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Platen, Eckhard"
~person:"Ryu, Doojin"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivatives Finanzinstrument"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
26
Derivative
26
Börsenkurs
9
Option pricing theory
9
Optionspreistheorie
9
Share price
9
Portfolio selection
8
Portfolio-Management
8
Option trading
7
Optionsgeschäft
7
Volatility
6
Volatilität
6
Index futures
5
Index-Futures
5
Benchmark approach
4
Benchmarking
4
Theorie
4
Theory
4
Financial investment
3
KOSPI200 futures and options
3
Kapitalanlage
3
Securities trading
3
Welt
3
Wertpapierhandel
3
World
3
Aktienindex
2
Aktienmarkt
2
Anlageverhalten
2
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
Bid-ask spread
2
Capital income
2
China
2
Cost-of-carry
2
Credit derivative
2
Devisenmarkt
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Estimation theory
2
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Platen, Eckhard
Ryu, Doojin
Lien, Da-hsiang Donald
49
Fabozzi, Frank J.
37
Benth, Fred Espen
29
Jarrow, Robert A.
26
Kit, Pong Wong
24
Hull, John
23
Irwin, Scott H.
20
Broll, Udo
17
García, Philip
17
White, Alan
17
Brigo, Damiano
16
Carr, Peter
16
Subrahmanyam, Marti G.
16
Whaley, Robert E.
16
Wang, Xingchun
15
Brooks, Robert
14
Chance, Don M.
13
Frino, Alex
13
Gouriéroux, Christian
13
Pirrong, Craig
13
Fung, Hung-gay
12
Muck, Matthias
12
Barone-Adesi, Giovanni
11
Crépey, Stéphane
11
Edwards, Franklin R.
11
Escobar, Marcos
11
Faff, Robert W.
11
Figlewski, Stephen
11
Gay, Gerald D.
11
Gebhardt, Günther
11
Kavussanos, Manolis G.
11
Moser, James T.
11
Boyle, Phelim P.
10
Longstaff, Francis A.
10
Madan, Dilip B.
10
Mußhoff, Oliver
10
Odening, Martin
10
Shiller, Robert J.
10
more ...
less ...
Published in...
All
Applied economics letters
4
Asia-Pacific financial markets
3
The journal of futures markets
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
1
Asian economic journal : journal of the East Asian Economic Association
1
Economics letters
1
Emerging markets review
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Operations research letters
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
26
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Noise traders, mispricing, and price adjustments in derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
The European journal of finance
26
(
2020
)
6
,
pp. 480-499
Persistent link: https://www.econbiz.de/10012207260
Saved in:
5
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
6
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:
7
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:
8
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:
9
The price impact of futures trades and their intraday seasonality
Webb, Robert I.
;
Ryu, Doojin
;
Ryu, Doowon
;
Han, Joongho
- In:
Emerging markets review
26
(
2016
),
pp. 80-98
Persistent link: https://www.econbiz.de/10011670875
Saved in:
10
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:
11
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
12
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:
13
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
Saved in:
14
The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
Saved in:
15
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
16
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
17
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
Saved in:
18
Spread and depth adjustment process : analysis of high-quality microstrucutre data
Ryu, Doojin
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1506-1510
Persistent link: https://www.econbiz.de/10010221174
Saved in:
19
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
Saved in:
20
The effectiveness of the order-splitting strategy : an analysis of unique data
Ryu, Doojin
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 541-549
Persistent link: https://www.econbiz.de/10009630676
Saved in:
21
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
22
Which trades move asset prices? : an analysis of futures trading data
Kang, Jangkoo
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
),
pp. 7-22
Persistent link: https://www.econbiz.de/10008903656
Saved in:
23
Informed trading in the index option market : the case of KOSPI 200 options
Ahn, Hee-joon
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
Saved in:
24
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
25
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
26
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->