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The valuation of options with...
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Option pricing theory
14
Optionspreistheorie
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Black-Scholes model
8
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8
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4
Volatilität
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Câmara, António
41
Camara, Antonio
23
Popova, Ivilina
8
Li, Weiping
7
Chung, San-Lin
4
Heston, Steven L.
4
Câmara, Ana
3
Krehbiel, Timothy L.
3
Simkins, Betty
3
Simkins, Betty J.
3
Wang, Yaw-Huei
3
Wang, Yaw-huei
3
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2
Krehbiel, Tim
2
San‐Lin Chung
2
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2
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Fodor, Andrew
1
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Kang, Jangkoo
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Shin, Jeongwoo
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Yaw‐huei Wang
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The journal of futures markets
8
Journal of banking & finance
7
Journal of Futures Markets
6
Journal of Banking & Finance
3
Review of derivatives research
2
The financial review : the official publication of the Eastern Finance Association
2
CEPAL review
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Financial derivatives : pricing and risk management
1
International Journal of Finance & Economics
1
International journal of finance & economics : IJFE
1
Journal of Business Finance & Accounting
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Journal of Finance
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Journal of Financial Research
1
Journal of business finance & accounting : JBFA
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Quantitative Finance
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The Financial Review
1
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1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
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The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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ECONIS (ZBW)
38
RePEc
16
OLC EcoSci
10
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1
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
2
A generalization of the Brennan-Rubinstein approach for the pricing of derivatives
Câmara, António
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 805-819
Persistent link: https://www.econbiz.de/10001750603
Saved in:
3
Earnings-based bonus compensation
Câmara, António
- In:
The financial review : the official publication of the …
44
(
2009
)
4
,
pp. 469-488
Persistent link: https://www.econbiz.de/10003899941
Saved in:
4
The Black-Scholes legacy : closed-form option pricing models
Câmara, António
- In:
Financial derivatives : pricing and risk management
,
(pp. 387-404)
.
2010
Persistent link: https://www.econbiz.de/10003920436
Saved in:
5
Two counters of jumps
Câmara, António
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
Saved in:
6
Option prices sustained by risk-preferences
Câmara, António
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1683-1708
Persistent link: https://www.econbiz.de/10003232488
Saved in:
7
Displaced jump-diffusion option valuation
Câmara, António
;
Krehbiehl, Tim
;
Li, Weiping
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
Saved in:
8
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
9
Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António
;
Krehbiel, Timothy L.
;
Li, Weiping
- In:
Journal of banking & finance
35
(
2011
)
1
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009244419
Saved in:
10
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
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