//--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~person:"He, Xin-Jiang"
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
Search: subject_exact:"Parisian option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Correlation
1
European options
1
Korrelation
1
Markov chain
1
Markov-Kette
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
analytical solution
1
closed-form
1
continuous-time Markov chain
1
correlation
1
exchange options
1
liquidity risks
1
two-factor Heston-Hull-White hybrid model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
He, Xin-Jiang
Kang, Jangkoo
7
Ryu, Doojin
6
Zhang, Jin E.
5
Vipul
4
Chung, San-lin
3
Cohen, Samuel N.
3
Kit, Pong Wong
3
Kwok, Yue-Kuen
3
Lee, Hangsuck
3
Leippold, Markus
3
Malamud, Semyon
3
Reisinger, Christoph
3
Simon, David P.
3
Wang, Sheng
3
Agarwalla, Sobhesh Kumar
2
Alexander, Carol
2
Carayannopoulos, Peter
2
Chesney, Marc
2
Crameri, Remo
2
Daigler, Robert T.
2
DeLisle, R. Jared
2
Diavatopoulos, Dean
2
Dolinsky, Yan
2
Doran, James S.
2
Elliott, Robert J.
2
Farkas, Walter
2
Fehle, Frank
2
Fung, Joseph K. W.
2
Goyal, Amit
2
Guo, Biao
2
Guo, Shuxin
2
Ha, Hongjun
2
Howison, Sam
2
Huang, Zhuo
2
Hung, Mao-Wei
2
Joshi, Mark S.
2
Kijima, Masaaki
2
Kim, Da-Hea
2
Kim, Hwa-sung
2
more ...
less ...
Published in...
All
Applied mathematical finance
Swiss Finance Institute Research Paper
The journal of futures markets
Computational economics
1
Financial innovation : FIN
1
IMA journal of management mathematics
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
2
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->