//--> //--> //-->
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
~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Article"
~person:"Lien, Da-hsiang Donald"
~person:"Li, Anlong"
~isPartOf:"Advances in futures and options research : a research annual"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
CAPM
1
Evaluation
1
Hedging
1
Interest rate derivative
1
Option pricing theory
1
Optionspreistheorie
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Lien, Da-hsiang Donald
Li, Anlong
Brooks, Robert
5
Park, Hun Y.
5
Barone-Adesi, Giovanni
4
Tucker, Alan L.
4
Chance, Don M.
3
Chen, David M.
3
Fabozzi, Frank J.
3
Galai, Dan
3
Jamshidian, Farshid
3
Ma, Christopher K.
3
Welch, Robert L.
3
Boyle, Phelim P.
2
Brown, Keith C.
2
Bubnys, Edward L.
2
Clarke, Roger G.
2
Cooper, Ian
2
Crouhy, Michel
2
Gibson, Rajna
2
Goodman, Laurie Sharon
2
Harpaz, Giora
2
Hauser, Shmuel
2
Hull, John
2
Jarrow, Robert A.
2
Levy, Azriel
2
Levy, Haim
2
Mello, AntĂłnio S.
2
Omberg, Edward
2
Overdahl, James A.
2
Perrakis, Stylianos
2
Rao, Ramesh P.
2
Rendleman, Richard J.
2
Rich, Don R.
2
Ritchken, Peter H.
2
Ronn, Ehud I.
2
Schneeweis, Thomas
2
Scott, Louis O.
2
Seale, William E.
2
Smirlock, Michael L.
2
Tian, Yisong Sam
2
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
The journal of futures markets
51
International review of economics & finance : IREF
33
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
11
Applied economics
10
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied financial economics
6
Education economics
6
Finance research letters
6
Review of quantitative finance and accounting
6
Journal of economics and finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
Economic and political studies : EPS
3
Economic modelling
3
Journal of development economics
3
Journal of population economics
3
Pacific economic review
3
Research in finance
3
The International trade journal
3
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
3
Advances in investment analysis and portfolio management : a research annual
2
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied economics letters
2
China economic review : an international journal
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
Global finance journal
2
International journal of business and economics
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of managerial psychology
2
Journal of multinational financial management
2
Journal of regulatory economics
2
The journal of socio-economics
2
Advances in accounting : a research annual
1
Advances in international banking and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
2
Using stock price as numeraire in option pricing models with nonconstant volatility
Li, Anlong
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 37-49
Persistent link: https://www.econbiz.de/10001226775
Saved in:
3
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->