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5
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5
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ECONIS (ZBW)
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An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS
Hernández, Rodrigo
;
Liu, Pu
- In:
Theoretical economics letters
4
(
2014
)
5
,
pp. 331-340
Persistent link: https://www.econbiz.de/10010422847
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2
Leverage certificates : a case of innovative financial engineering
Hernández, Rodrigo
;
Shao, Yingying
;
Liu, Pu
- In:
Review of economics & finance
9
(
2017
)
3
,
pp. 71-82
Persistent link: https://www.econbiz.de/10011718774
Saved in:
3
An economic analysis of protect certificates : an option-pricing approach
Hernández, Rodrigo
;
Jones, Jeffrey
;
Gu, Jenny
- In:
Banking and finance review
3
(
2011
)
2
,
pp. 17-40
Persistent link: https://www.econbiz.de/10009729640
Saved in:
4
Valuation of certificates on a straddle with forward start : theory and evidence
Hernández, Rodrigo
;
Shao, Yinying
- In:
Theoretical economics letters
4
(
2014
)
5
,
pp. 341-349
Persistent link: https://www.econbiz.de/10010422844
Saved in:
5
Contingent claim valuation of express certificates
Hernández, Rodrigo
;
Tobler, Christopher
;
Brusa, Jorge
- In:
Banking and finance review
2
(
2010
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10008936563
Saved in:
6
Financial innovation in Taiwan : the engineering of treasury bond margin contracts
Chow, Edward H.
;
Liu, Pu
- In:
Advances in Pacific Basin financial markets
5
(
1999
),
pp. 25-43
Persistent link: https://www.econbiz.de/10001493493
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7
Stock price elasticity of option premium
Liu, Pu
- In:
Advances in investment analysis and portfolio …
1
(
1991
),
pp. 83-90
Persistent link: https://www.econbiz.de/10001134294
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8
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
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9
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Saved in:
10
A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
Dai, Tian-shyr
;
Wang, Chuan-ju
;
Lyuu, Yuh-dauh
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 795-826
Persistent link: https://www.econbiz.de/10009779071
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