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Option pricing for the transfo...
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Option pricing theory
26
Optionspreistheorie
26
Theorie
23
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23
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11
Volatility
9
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9
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8
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Chung, San-Lin
36
Chung, San-lin
24
Shackleton, Mark B.
9
Chang, Chuang-chang
7
Tsai, Wei-che
5
Chen, Te-Feng
4
Shih, Pai-Ta
4
Shih, Pai-ta
4
Yeh, Chung-Ying
4
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3
Liu, Wen-Rang
3
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3
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3
Wang, Yaw-huei
3
Camara, Antonio
2
Chiang, Yao-Min
2
Chordia, Tarun
2
Chou, Robin K.
2
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2
Hung, Mao-Wei
2
Lin, Ji-chai
2
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2
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2
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2
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1
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1
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1
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1
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The journal of futures markets
14
Journal of banking & finance
6
Journal of financial and quantitative analysis : JFQA
3
Insurance / Mathematics & economics
2
Pacific-Basin finance journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
24th Australasian Finance and Banking Conference 2011 Paper
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Finance : revue de l'Association Française de Finance
1
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1
International review of economics & finance : IREF
1
Jingji-lunwen
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
Review of derivatives research
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
1
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ECONIS (ZBW)
OLC EcoSci
31
RePEc
20
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1
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1
Other ZBW resources
1
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1
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:
2
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:
3
Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin
;
Shackleton, Mark B.
;
Wojakowski, Rafal
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
Saved in:
4
The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
Saved in:
5
The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model
Chen, Hsuan-Chi
;
Chen, David M.
;
Chung, San-Lin
- In:
The journal of futures markets
22
(
2002
)
6
,
pp. 557-577
Persistent link: https://www.econbiz.de/10001696661
Saved in:
6
Pricing Asian-style interest rate swaps
Chang, Chuang-Chang
;
Chung, San-Lin
- In:
The journal of derivatives : the official publication …
9
(
2002
)
4
,
pp. 45-55
Persistent link: https://www.econbiz.de/10001708447
Saved in:
7
Valuation and hedging of American-style lookback and barrier options
Chang, Chuang-chang
;
Chung, San-lin
- In:
Advances in investment analysis and portfolio …
8
(
2001
),
pp. 19-37
Persistent link: https://www.econbiz.de/10001640860
Saved in:
8
Valuation and hedging of differential swaps
Chang, Chuang-chang
;
Chung, San-lin
;
Yu, Min-Teh
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10001646596
Saved in:
9
The Binominal Black-Scholes model and the Greeks
Chung, San-lin
;
Shackleton, Mark B.
- In:
The journal of futures markets
22
(
2002
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001646605
Saved in:
10
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
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