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Quantitative finance
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ECONIS (ZBW)
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A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Yuh-dauh
;
Teng, Huei-Wen
;
Tseng, Yao-Te
;
Wang, …
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1199-1219
Persistent link: https://www.econbiz.de/10012194755
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A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Chang, Hao-Han
;
Zhou, Lei
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918
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3
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr
;
Liu, Liang-Chih
;
Yang, Sharon S.
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
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