Narrow search
Showing 1 - 10 of 40
Cover Image
Bounds and prices of currency cross-rate options
Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-642
Persistent link: https://www.econbiz.de/10007995473
Cover Image
Bounds and prices of currency cross-rate options
Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-643
Persistent link: https://www.econbiz.de/10008883960
Cover Image
Option implied cost of equity and its properties
Câmara, António; Chung, San-Lin; Wang, Yaw-Huei - In: The journal of futures markets 29 (2009) 7, pp. 599-629
Persistent link: https://www.econbiz.de/10008239611
Cover Image
An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims
Camara, Antonio - In: Review of derivatives research 3 (1999) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10005962233
Cover Image
The Pricing of Relative Performance Based Incentives for Executive Compensation
Camara, Antonio - In: Journal of business finance & accounting : JBFA 28 (2001) 9-10, pp. 1149-1188
Persistent link: https://www.econbiz.de/10006976057
Cover Image
Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009958505
Cover Image
The Euro and European financial market dependence
Bartram, Söhnke M.; Taylor, Stephen J.; Wang, Yaw-Huei - In: Journal of banking & finance 31 (2007) 5, pp. 1461-1482
Persistent link: https://www.econbiz.de/10007724978
Cover Image
Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of banking & finance 34 (2010) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
Cover Image
Dynamic hedging with futures: A copula-based GARCH model
Hsu, Chih-Chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095
Persistent link: https://www.econbiz.de/10008099573
Cover Image
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. 383-407
Persistent link: https://www.econbiz.de/10010021405