//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mortgage"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the use and improvement of...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mortgage
Option pricing theory
Prognoseverfahren
Theorie
39
Theory
39
Optionspreistheorie
31
Capital income
17
Kapitaleinkommen
17
Börsenkurs
14
Hedging
14
Share price
14
Volatility
11
Volatilität
11
Estimation
10
Schätzung
10
Option trading
9
Optionsgeschäft
9
Real options analysis
8
Realoptionsansatz
8
Forecasting model
7
Hypothek
7
CAPM
6
Immobilienmarkt
6
Portfolio selection
6
Portfolio-Management
6
Real estate market
6
Anlageverhalten
5
Behavioural finance
5
Derivat
5
Derivative
5
Immobilienpreis
5
Real estate price
5
Stochastic process
5
Stochastischer Prozess
5
Aktienmarkt
4
Großbritannien
4
Index futures
4
Index-Futures
4
Interest rate
4
Stock market
4
more ...
less ...
Online availability
All
Free
5
Undetermined
5
Type of publication
All
Article
39
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
44
Author
All
Shackleton, Mark B.
20
Chung, San-lin
16
Chung, San-Lin
13
Ebrahim, Muhammed Shahid
7
Shiller, Robert J.
5
Wojakowski, Rafal M.
5
Shih, Pai-ta
4
Taylor, Stephen
4
Tsai, Wei-che
4
Wang, Yaw-huei
3
Xu, Xinzhong
3
Chou, Robin K.
2
Câmara, António
2
Hung, Mao-Wei
2
Liu, Xiaoquan
2
Shih, Pai-Ta
2
Wang, Yaw-Huei
2
Wojakowski, Rafał M.
2
Yeh, Chung-Ying
2
Yeh, Chung-ying
2
Arisoy, Yakup Eser
1
Carnero, M. Angeles
1
Chang, Chuang-chang
1
Chang, Hsieh-chung
1
Chen, David M.
1
Chen, Hsuan-Chi
1
Chen, Ren-Raw
1
Chen, Te-Feng
1
Chordia, Tarun
1
Fu, Xi
1
Gang, Shyy
1
Hsiao, Yu-Jen
1
Hsiao, Yu-jen
1
Hung, Chi-Hsiou Daniel
1
Hung, Chi-hsiou
1
Hung, Weifeng
1
Klumpes, Paul J. M.
1
Ko, Kunyi
1
Lai, Hsiao-wei
1
Lee, Han-hsing
1
more ...
less ...
Published in...
All
Journal of banking & finance
9
The journal of futures markets
9
Journal of financial and quantitative analysis : JFQA
3
Cowles Foundation discussion paper
2
Journal of economic behavior & organization : JEBO
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Jingji-lunwen
1
Journal of business finance & accounting : JBFA
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Review of asset pricing studies : RAPS
1
Review of derivatives research
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Option-implied volatility measures and stock return predictability
Fu, Xi
;
Arisoy, Yakup Eser
;
Shackleton, Mark B.
; …
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->