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Arbitrage-free interval and dynamic hedging in an illiquid market
Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 13 (2013) 7, pp. 1029-1039
Persistent link: https://www.econbiz.de/10010141820
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei; Xiong, Jie; Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 19 (2019) 6, pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
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The timing of debt renegotiation and its implications for irreversible investment and capital structure
Yang, Zhaojun; Zhu, Nanhui - In: Quantitative finance 23 (2023) 5, pp. 887-900
Persistent link: https://www.econbiz.de/10014304388
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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten; Ewald, Christian-Oliver - In: Quantitative finance 13 (2013) 6, pp. 939-954
Persistent link: https://www.econbiz.de/10010134652
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On the impact of feeding cost risk in aquaculture valuation and decision making
Ewald, Christian; Kamm, Kevin - In: Quantitative finance 24 (2024) 9, pp. 1341-1352
Persistent link: https://www.econbiz.de/10015196927
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Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian; Wu, Yuexiang; Zhang, Aihua - In: Quantitative finance 23 (2023) 4, pp. 677-692
Persistent link: https://www.econbiz.de/10014304306