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Theory
Option pricing theory
26
Optionspreistheorie
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Theorie
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15
Kapitaleinkommen
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English
26
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Chung, San-lin
12
Chung, San-Lin
11
Shackleton, Mark B.
5
Chang, Chuang-chang
2
Chen, David M.
2
Shih, Pai-ta
2
Welch, Robert L.
2
Yeh, Chung-Ying
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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1
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The journal of futures markets
6
Advances in futures and options research : a research annual
2
Insurance / Mathematics & economics
2
Journal of financial and quantitative analysis : JFQA
2
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Finance : revue de l'Association Française de Finance
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
26
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1
Static optimization of American contingent claims
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
Saved in:
2
On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
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
Debt capacity, cash holdings and financial constraints
Lu, Chien-Lin
;
Chen, Hsuan-chi
;
Chou, Robin K.
;
Lin, …
- In:
Journal of business finance & accounting : JBFA
51
(
2024
)
7/8
,
pp. 2020-2054
Persistent link: https://www.econbiz.de/10015127389
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
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:
7
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:
8
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:
9
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:
10
Pricing quanto equity swaps in a stochastic interest rate economy
Chung, San-lin
;
Yang, Hsiao-fen
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 121-146
Persistent link: https://www.econbiz.de/10002989911
Saved in:
1
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