//--> //--> //-->
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:"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:"Optionshandel"
Narrow search
Delete all filters
| 2 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
Kit, Pong Wong
3
Lee, Hangsuck
3
Simon, David P.
3
Agarwalla, Sobhesh Kumar
2
Carayannopoulos, Peter
2
Daigler, Robert T.
2
DeLisle, R. Jared
2
Diavatopoulos, Dean
2
Doran, James S.
2
Elliott, Robert J.
2
Fehle, Frank
2
Fung, Joseph K. W.
2
Guo, Biao
2
Guo, Shuxin
2
Ha, Hongjun
2
Huang, Zhuo
2
Hung, Mao-Wei
2
Kim, Da-Hea
2
Kim, Hwa-sung
2
Kim, In-joon
2
Kuipers, David R.
2
Kuo, I.-doun
2
Lee, Minha
2
Lei, Adrian C. H.
2
Lepone, Andrew
2
Lin, Sha
2
Liu, Qiang
2
Lyuu, Yuh-dauh
2
Mahul, Olivier
2
Nordén, Lars
2
Peterson, David R.
2
Ruan, Xinfeng
2
Shackleton, Mark B.
2
Siu, Tak Kuen
2
more ...
less ...
Published in...
All
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...
//-->