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~subject:"Option pricing theory"
~subject:"Stock market"
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Option pricing theory
Stock market
Theorie
32
Theory
32
Optionspreistheorie
30
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13
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13
Kapitaleinkommen
13
Volatility
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32
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Chung, San-lin
15
Shackleton, Mark B.
12
Chung, San-Lin
10
Shih, Pai-ta
4
Tsai, Wei-che
4
Taylor, Stephen
3
Wang, Yaw-huei
3
Câmara, António
2
Liu, Xiaoquan
2
Shih, Pai-Ta
2
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2
Carnero, M. Angeles
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hung, Mao-Wei
1
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1
Klumpes, Paul J. M.
1
Ko, Kunyi
1
Lai, Hsiao-wei
1
Lee, Han-hsing
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Miao, Daniel Wei-Chung
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1
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1
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The journal of futures markets
9
Journal of banking & finance
7
Journal of financial and quantitative analysis : JFQA
3
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Finance : revue de l'Association Française de Finance
1
Financial analysts' journal : FAJ
1
International journal of forecasting
1
Jingji-lunwen
1
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1
Journal of economic dynamics & control
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Journal of multinational financial management
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
32
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1
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:
2
On the errors and comparison of Vega estimation methods
Chung, San-lin
;
Shackleton, Mark B.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
Saved in:
3
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin
;
Ko, Kunyi
;
Shackleton, Mark B.
;
Yeh, …
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1026-1057
Persistent link: https://www.econbiz.de/10008900940
Saved in:
4
Generalised Geske-Johnson interpolation of option prices
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 976-1001
Persistent link: https://www.econbiz.de/10003507253
Saved in:
5
On the use and improvement of Hull and White's control variate technique
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
Saved in:
6
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:
7
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:
8
Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.
;
Shackleton, Mark B.
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
Saved in:
9
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
10
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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