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person:"Câmara, António"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
15
Optionspreistheorie
15
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
8
Theory
8
Volatility
4
Volatilität
4
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1996-2006
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Foreign exchange options
1
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S u jump-diffusion
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Câmara, António
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
48
Jacobs, Kris
46
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
34
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Barone-Adesi, Giovanni
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
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The journal of futures markets
7
Journal of banking & finance
2
Financial derivatives : pricing and risk management
1
International journal of finance & economics : IJFE
1
Review of derivatives research
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
15
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1
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
2
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
3
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
4
Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António
;
Krehbiel, Timothy L.
;
Li, Weiping
- In:
Journal of banking & finance
35
(
2011
)
1
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009244419
Saved in:
5
The Black-Scholes legacy : closed-form option pricing models
Câmara, António
- In:
Financial derivatives : pricing and risk management
,
(pp. 387-404)
.
2010
Persistent link: https://www.econbiz.de/10003920436
Saved in:
6
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
7
Two counters of jumps
Câmara, António
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
Saved in:
8
Displaced jump-diffusion option valuation
Câmara, António
;
Krehbiehl, Tim
;
Li, Weiping
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
Saved in:
9
Option implied cost of equity and its properties
Câmara, António
;
Chung, San-lin
;
Wang, Yaw-huei
- In:
The journal of futures markets
29
(
2009
)
7
,
pp. 599-629
Persistent link: https://www.econbiz.de/10003842906
Saved in:
10
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
11
Option pricing for the transformed-binomial class
Câmara, António
;
Chung, San-Lin
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 759-787
Persistent link: https://www.econbiz.de/10003353584
Saved in:
12
Option prices sustained by risk-preferences
Câmara, António
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1683-1708
Persistent link: https://www.econbiz.de/10003232488
Saved in:
13
A generalization of the Brennan-Rubinstein approach for the pricing of derivatives
Câmara, António
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 805-819
Persistent link: https://www.econbiz.de/10001750603
Saved in:
14
The valuation of options with restrictions on preferences and distributions
Câmara, António
- In:
The journal of futures markets
21
(
2001
)
12
,
pp. 1091-1117
Persistent link: https://www.econbiz.de/10001620297
Saved in:
15
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
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