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~subject:"Option pricing theory"
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Option pricing theory
Theorie
37
Theory
37
Optionspreistheorie
16
Hypothek
14
Mortgage
14
Börsenkurs
13
Share price
13
Capital income
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Übernahme
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Takeover
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Option trading
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Optionsgeschäft
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Real options analysis
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Realoptionsansatz
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Großbritannien
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Aktienrückkauf
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Share repurchase
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Unternehmenserfolg
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Estimation
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Shackleton, Mark B.
16
Chung, San-Lin
4
Arisoy, Yakup Eser
2
Chung, San-lin
2
Fu, Xi
2
Liu, Xiaoquan
2
Taylor, Stephen
2
Umutlu, Mehmet
2
Xu, Xinzhong
2
Dias, José Carlos
1
Ebrahim, Muhammed Shahid
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Klumpes, Paul J. M.
1
Ko, Kunyi
1
O'Brien, Fergal
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Shiller, Robert J.
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Voukelatos, Nikolaos
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Wojakowski, Rafal
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Wojakowski, Rafal M.
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Applied economics letters
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The journal of futures markets
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Applied financial economics
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Finance : revue de l'Association Française de Finance
1
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Journal of economic dynamics & control
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ECONIS (ZBW)
16
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1
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
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2
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
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3
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
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4
An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002625331
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5
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
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6
Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
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7
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:
8
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
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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
Finite maturity caps and floors on continuous flows
Shackleton, Mark B.
;
Wojakowski, Rafał
- In:
Journal of economic dynamics & control
31
(
2007
)
12
,
pp. 3843-3859
Persistent link: https://www.econbiz.de/10003569836
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