//--> //--> //-->
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:"Finance research letters"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Chen, Jun-Home"
~subject:"Credit risk"
~subject:"Volatilität"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Volatilität
Option pricing theory
3
Optionspreistheorie
3
Volatility
3
Currency derivative
2
Markov-modulated Heath-Jarrow-Morton model
2
Stochastic process
2
Stochastischer Prozess
2
Währungsderivat
2
Chooser option
1
Currency option
1
Devisenoption
1
Dynamic measure change
1
Esscher transform
1
Exchange rate
1
Foreign exchange (FX) option
1
Foreign exchange (FX) rate
1
Markov chain
1
Markov-Kette
1
Markovian regime-switching jump-diffusion model
1
Regime-switching Esscher transform
1
State-dependent Heath-Jarrow-Morton model
1
Two-factor Markov-modulated stochastic volatility model with double exponential jumps
1
Two-factor Markov-modulated stochastic volatility model with jumps
1
Wechselkurs
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Chen, Jun-Home
Bouri, Elie
11
Roubaud, David
10
Lucey, Brian M.
9
Gupta, Rangan
8
Tiwari, Aviral Kumar
8
Corbet, Shaen
7
Sensoy, Ahmet
7
Lyócsa, Štefan
6
Molnár, Peter
6
Shahzad, Syed Jawad Hussain
6
Wang, Xingchun
6
Wei, Yu
6
Chiang, Thomas C.
5
Gillas, Konstantinos Gkillas
5
Ji, Qiang
5
Lee, Cheng F.
5
Wu, Xinyu
5
Zhang, Wei
5
Al-Yahyaee, Khamis Hamed
4
Caporale, Guglielmo Maria
4
Das, Debojyoti
4
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Li, Jianping
4
Liao, Hsien-hsing
4
Lu, Xinjie
4
Luo, Xingguo
4
Mensi, Walid
4
Sokolinskiy, Oleg
4
Sun, Xiaolei
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Zaremba, Adam
4
Akyildirim, Erdinc
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Casals, José
3
Chang, Chuang-chang
3
more ...
less ...
Published in...
All
Finance research letters
Review of quantitative finance and accounting
International review of economics & finance : IREF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
2
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
3
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->