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Option pricing theory
Theorie
63
Theory
63
Optionspreistheorie
50
Option trading
31
Optionsgeschäft
31
Capital income
21
Kapitaleinkommen
21
Volatility
21
Volatilität
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Börsenkurs
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Hedging
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Immobilienmarkt
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Derivat
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Derivative
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Behavioural finance
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Estimation
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Portfolio selection
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Portfolio-Management
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Schätzung
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Taiwan
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CAPM
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Real options analysis
9
Realoptionsansatz
9
Credit risk
8
Forecasting model
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Kreditrisiko
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Prognoseverfahren
8
Risiko
8
Risk
8
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English
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Shackleton, Mark B.
16
Chung, San-lin
15
Chang, Chuang-chang
14
Chung, San-Lin
11
Tsai, Wei-che
5
Shih, Pai-ta
4
Wang, Yaw-huei
4
Lin, Jun-biao
3
Arisoy, Yakup Eser
2
Chou, Robin K.
2
Câmara, António
2
Fu, Xi
2
Ho, Hsiao-Wei
2
Huang, Henry Hongren
2
Liu, Xiaoquan
2
Shih, Pai-Ta
2
Taylor, Stephen
2
Tsao, Chueh-yung
2
Umutlu, Mehmet
2
Wang, Yaw-Huei
2
Xu, Xinzhong
2
Yildirim, Yildiray
2
Chang, Chuang-Chang
1
Chang, Hsieh-chung
1
Chen, Chang
1
Chen, David M.
1
Chen, Hsuan-Chi
1
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1
Chung, Huimin
1
Dias, José Carlos
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Dong, Meng-yun
1
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1
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1
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1
Hsiao, Yu-jen
1
Hung, Mao-Wei
1
Hung, Weifeng
1
Jih-Chieh, Yu
1
Klumpes, Paul J. M.
1
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1
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The journal of futures markets
10
Journal of banking & finance
6
Review of quantitative finance and accounting
4
Journal of financial and quantitative analysis : JFQA
3
Research in finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied economics letters
2
Working papers / Lancaster University Management School
2
Advances in financial planning and forecasting
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
Finance : revue de l'Association Française de Finance
1
International journal of business
1
Jingji-lunwen
1
Journal of business finance & accounting : JBFA
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Review of derivatives research
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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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:
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
Saved in:
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
Saved in:
4
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:
5
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:
6
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:
7
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:
8
An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang
- In:
International journal of business
5
(
2000
)
2
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
Saved in:
9
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:
10
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
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