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Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih; Chiu, Chun-Yuan; Wang, Chuan-Ju; Dai, … - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
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Outperformance Certificates: analysis, pricing, interpretation, and performance
Hernández, Rodrigo; Lee, Wayne Y.; Liu, Pu; Dai, Tian-Shyr - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 691-713
Persistent link: https://www.econbiz.de/10010099522
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Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading
Dai, Tian-Shyr; Luo, Yi-Jen; Chang, Hao-Han; Kao, Chu-Lan; … - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1391-1411
Persistent link: https://www.econbiz.de/10015178520
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Outperformance Certificates : analysis, pricing, interpretation, and performance
Hernández, Rodrigo; Lee, Wayne Y.; Liu, Pu; Dai, Tian-Shyr - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 691-713
Persistent link: https://www.econbiz.de/10009739602