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The valuation of contingent claims using alternative numerical methods

Chang, Chuang-chang; Lin, Jun-biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-508

Persistent link: https://www.econbiz.de/10009247749

Using Richardson extrapolation techniques to price American options with alternative stochastic processes

Chang, Chuang-chang; Lin, Jun-biao; Tsai, Wei-che; … - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10009673702

The valuation of multivariate contingent claims under transformed trinomial approaches

Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10003942163

The effect of stochastic interest rates on a firm's capital structure under a generalized model

Chang, Chuang-chang; Lin, Jun-Biao; Yang, Chun-Chieh - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 695-719

Persistent link: https://www.econbiz.de/10011532102

A generalized Brennan-Rubinstein approach for valuing options with stochastic interest rates

Chang, Chuang-chang; Tsay, Min-Hung; Lin, Jun-Biao - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 92-99

Persistent link: https://www.econbiz.de/10012034430

The relationship between earnings momentum and price momentum in different market : the case of the China market

Lin, Jun-biao - In: International journal of financial research 4 (2013) 4, pp. 72-82

Persistent link: https://www.econbiz.de/10010206642

Hedging strategy comparisons of volatility index options using diffusion models

Lin, Jun-Biao - In: The international journal of business and finance … 9 (2015) 3, pp. 59-69

Persistent link: https://www.econbiz.de/10011285427

Hedging Strategy Comparisons of Volatility Index Options Using Diffusion Models

Lin, Jun-Biao - 2016

With the innovation of derivatives, the Standard and Poor's (S&P) 500 index -- as an underlying asset of the volatility index (VIX) introduced by the Chicago Board Options Exchange (CBOE) -- was adopted as the research subject in this study. Since the financial crisis of 2008, the degree of...

Persistent link: https://www.econbiz.de/10013003759

Do ETFs provide effective international diversification?

Huang, Mei-yueh; Lin, Jun-biao - In: Research in international business and finance 25 (2011) 3, pp. 335-344

Persistent link: https://www.econbiz.de/10009241630

Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading

Chou, Pin-huang; Li, Wen-Shen; Lin, Jun-Biao; Wang, Jane-Sue - In: International review of financial analysis 15 (2006) 4/5, pp. 363-376

Persistent link: https://www.econbiz.de/10003377248