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~subject:"Option pricing theory"
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Option pricing theory
Theorie
31
Theory
31
Optionspreistheorie
28
Hedging
12
Volatility
11
Volatilität
11
Capital income
8
Kapitaleinkommen
8
Option trading
8
Optionsgeschäft
8
Börsenkurs
7
Share price
7
Aktienmarkt
6
Insurance
6
Risiko
6
Risikomodell
6
Risk
6
Risk model
6
Stock market
6
Versicherung
6
CAPM
5
Capital market returns
5
Derivat
5
Derivative
5
Forecasting model
5
Interest rate
5
Kapitalmarktrendite
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Zins
5
Anlageverhalten
4
Behavioural finance
4
Disaster
4
Katastrophe
4
Stochastic process
4
Stochastischer Prozess
4
Credit risk
3
Elementarschadenversicherung
3
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Free
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Article
27
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27
Aufsatz in Zeitschrift
27
Language
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English
28
Author
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Chung, San-lin
15
Chung, San-Lin
11
Shackleton, Mark B.
6
Shih, Pai-ta
4
Tsai, Wei-che
4
Wang, Yaw-huei
3
Chou, Robin K.
2
Câmara, António
2
Shih, Pai-Ta
2
Wang, Yaw-Huei
2
Chang, Chuang-chang
1
Chang, Hsieh-chung
1
Chen, David M.
1
Chen, Hsuan-Chi
1
Chen, Ren-Raw
1
Chuang, Ming-Che
1
Gang, Shyy
1
Hsiao, Yu-Jen
1
Hsiao, Yu-jen
1
Huang, Yi-Ting
1
Hung, Mao-Wei
1
Hung, Weifeng
1
Ko, Kunyi
1
Lai, Hsiao-wei
1
Lee, Han-hsing
1
Liao, Szu-Lang
1
Lin, Shih-kuei
1
Lin, Shu-ying
1
Miao, Daniel Wei-Chung
1
Shyu, So-de
1
Tseng, Chung-Li
1
Wang, Jr-yan
1
Weng, Pei-shih
1
Wojakowski, Rafal
1
Wu, Yang-Che
1
Wu, Yang-che
1
Yang, Tyler T.
1
Yeh, Chung-ying
1
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The journal of futures markets
9
Journal of banking & finance
4
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
Insurance / Mathematics & economics
1
Jingji-lunwen
1
Journal of business finance & accounting : JBFA
1
Journal of risk and financial management : JRFM
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
28
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1
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-che
;
Liao, Szu-Lang
;
Shyu, So-de
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10009517655
Saved in:
2
Fair valuation of mortgage insurance under stochastic default and interest rates
Wu, Yang-Che
;
Huang, Yi-Ting
;
Lin, Shih-kuei
;
Chuang, …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 433-447
Persistent link: https://www.econbiz.de/10011938144
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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
CB asset swaps and CB options : structure and pricing
Chung, San-lin
;
Lai, Hsiao-wei
;
Lin, Shu-ying
;
Gang, Shyy
- In:
Jingji-lunwen
32
(
2004
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10002115755
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