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Mortgage
Option pricing theory
Theorie
39
Theory
39
Optionspreistheorie
31
Capital income
17
Kapitaleinkommen
17
Börsenkurs
14
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Shackleton, Mark B.
18
Chung, San-lin
15
Chung, San-Lin
10
Ebrahim, Muhammed Shahid
7
Shiller, Robert J.
5
Wojakowski, Rafal M.
5
Shih, Pai-ta
4
Tsai, Wei-che
4
Taylor, Stephen
3
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3
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2
Câmara, António
2
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2
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2
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2
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2
Xu, Xinzhong
2
Carnero, M. Angeles
1
Chang, Chuang-chang
1
Chang, Hsieh-chung
1
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1
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1
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Voukelatos, Nikolaos
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1
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1
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The journal of futures markets
9
Journal of banking & finance
8
Journal of financial and quantitative analysis : JFQA
3
Cowles Foundation discussion paper
2
Journal of economic behavior & organization : JEBO
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
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1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Continuous Workout Mortgages : efficient pricing and systemic implications
Shiller, Robert J.
;
Wojakowski, Rafal M.
;
Ebrahim, …
- In:
Journal of economic behavior & organization : JEBO
157
(
2019
),
pp. 244-274
Persistent link: https://www.econbiz.de/10012138488
Saved in:
9
Continuous workout mortgages : efficient pricing and systemic implications
Shiller, Robert J.
;
Wojakowski, Rafal M.
;
Ebrahim, …
-
2017
Persistent link: https://www.econbiz.de/10011797272
Saved in:
10
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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