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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
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Asia-Pacific financial markets
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
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Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
2
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
Saved in:
3
Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin
;
Siu-Hang Li, Johnny
;
Ng, Andrew Cheuk-Yin
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
Saved in:
4
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process
Kao, Lie-jane
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009624510
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