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Option Pricing for the Transfo...
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Option pricing theory
39
Optionspreistheorie
39
Theorie
33
Theory
33
Volatility
13
Volatilität
13
Black-Scholes model
11
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Chung, San-Lin
31
Chung, San-lin
24
Câmara, António
19
Shackleton, Mark B.
7
Chang, Chuang-chang
5
Tsai, Wei-che
5
Wang, Yaw-huei
5
Chen, Te-Feng
4
Shih, Pai-Ta
4
Shih, Pai-ta
4
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3
Popova, Ivilina
3
Tsai, Wei-Che
3
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3
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2
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1
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The journal of futures markets
19
Journal of banking & finance
10
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Finance : revue de l'Association Française de Finance
2
Insurance / Mathematics & economics
2
Pacific-Basin finance journal
2
Review of derivatives research
2
24th Australasian Finance and Banking Conference 2011 Paper
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
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Financial derivatives : pricing and risk management
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Jingji-lunwen
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Journal of Futures Markets
1
Journal of Risk and Financial Management
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of asset pricing studies : RAPS
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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EconStor
1
OLC EcoSci
1
Other ZBW resources
1
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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:
2
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:
3
American option valuation under stochastic interest rates
Chung, San-Lin
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 283-307
Persistent link: https://www.econbiz.de/10001493261
Saved in:
4
Pricing American options on foreign assets in a stochastic interest rate economy
Chung, San-lin
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 667-692
Persistent link: https://www.econbiz.de/10001724585
Saved in:
5
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:
6
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:
7
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:
8
Earnings-based bonus compensation
Câmara, António
- In:
The financial review : the official publication of the …
44
(
2009
)
4
,
pp. 469-488
Persistent link: https://www.econbiz.de/10003899941
Saved in:
9
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:
10
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
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