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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
5
Optionspreistheorie
5
CAPM
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Binomial option pricing model
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Black-Scholes model
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Black-Scholes option pricing model
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Capital income
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China
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Finanzmarktökonometrie
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Finanzmathematik
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Fuzzy sets
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Fuzzy-Set-Theorie
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Implied volatility smile
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Implied volatility spread
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Index futures
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Index-Futures
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Kapitaleinkommen
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Kapitalmarktrendite
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Kapitalmarkttheorie
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Lee, Cheng F.
Bayer, Christian
7
Chang, Chuang-chang
4
Chen, Ren-Raw
4
Tempone, Raúl
4
Chan, Tat Lung
3
Dai, Tian-Shyr
3
Felpel, Mike
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3
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3
Palmon, Oded
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3
Wong, Hoi Ying
3
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3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Bunn, Derek W.
2
Chang, Hao-Han
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Yibing
2
Costabile, Massimo
2
Cui, Zhenyu
2
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2
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2
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2
Funahashi, Hideharu
2
Garces, Len Patrick Dominic M.
2
Glau, Kathrin
2
Godin, Frédéric
2
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Review of quantitative finance and accounting
Quantitative finance
Advances in quantitative analysis of finance and accounting : a research annual
3
Review of Pacific Basin financial markets and policies
3
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
SpringerLink / Bücher
1
The quarterly review of economics and business : journal of the Midwest Economics Association
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ECONIS (ZBW)
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1
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
2
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
3
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
4
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
5
A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.
;
Tzeng, Gwo-hshiung
;
Wang, Shin-yun
- In:
Review of quantitative finance and accounting
25
(
2005
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
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