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Option pricing theory
2
Optionspreistheorie
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Stochastic volatility
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Stochastische Volatilität
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Li, Minqiang
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The journal of futures markets
MPRA Paper
15
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
7
European journal of operational research : EJOR
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Review of derivatives research
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International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of project management : the journal of The International Project Management Association
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Journal of Futures Markets
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Review of Derivatives Research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
Saved in:
2
Analytic approximation of finite-maturity timer option prices
Li, Minqiang
;
Mercurio, Fabio
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 245-273
Persistent link: https://www.econbiz.de/10011348432
Saved in:
3
The impact of return nonformality on exchange options
Li, Minqiang
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 845-870
Persistent link: https://www.econbiz.de/10003746357
Saved in:
4
The impact of return nonnormality on exchange options
Li, Minqiang
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 845-870
Persistent link: https://www.econbiz.de/10008085658
Saved in:
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