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Pricing gold options under Mar...
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Option pricing theory
35
Optionspreistheorie
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Volatility
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Liao, Szu-Lang
35
Lin, Shih-kuei
33
Lian, Yu-Min
14
Chen, Jun-Home
10
Chuang, Ming-Che
6
Kuang, Xian-Ji
5
Wang, Chou-Wen
4
Wang, Shin-yun
4
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3
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3
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3
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3
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3
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2
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2
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2
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1
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1
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1
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1
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International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
Applied financial economics
4
Economic modelling
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
Review of quantitative finance and accounting
3
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2
The European journal of finance
2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
Advances in Pacific Basin business, economics, and finance
1
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1
Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
1
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
International journal of accounting and information management
1
International journal of business
1
International review of financial analysis
1
Investment management and financial innovations
1
Jingji-lunwen
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of housing economics
1
Journal of mathematical finance
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Quantitative finance and economics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Studies in United States Asia economic relations : [papers presented at the Conference on United States Asia Economic Relations ... on April 16 - 18, 1981]
1
The Chinese economy
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
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1
The volatility structure of oil futures market returns : an empirical investigation
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
Saved in:
2
Risk determinants of gold betas
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1099-1104
Persistent link: https://www.econbiz.de/10010527311
Saved in:
3
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
4
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
5
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
6
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
7
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
8
Dynamic linkages among alternative investments
Lian, Yu-Min
;
Jhong, Yu-Jhih
;
Cheng, Chi-Hung
- In:
The empirical economics letters : a monthly …
18
(
2019
)
12
,
pp. 1213-1219
Persistent link: https://www.econbiz.de/10012372814
Saved in:
9
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
10
Joint dynamic modeling and option pricing in incomplete derivative-security market
Lian, Yu-Min
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012658787
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