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Can a path-dependent strategy outperform a path-independent strategy?
Lee, Huai-I; Hsieh, Tsung-Yu; Kuo, Wen-Hsiu; Hsu, Hsinan - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 119-127
Persistent link: https://www.econbiz.de/10011574209
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A study of call price behavior under a stationary return generating process
Chang, Suckjeong J. - In: The financial review : the official publication of the … 24 (1989) 3, pp. 335-354
Persistent link: https://www.econbiz.de/10001103624
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Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane; Chen, Son-nan; Wu, Ting-pin - In: The journal of futures markets 33 (2013) 9, pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
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Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi; Chen, Son-nan; Lin, Shih-kuei - In: The European journal of finance 22 (2016) 10/12, pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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Pricing inflation-indexed derivatives with default risk
Chen, Son-nan; Hsu, Pao-Peng - In: The European journal of finance 24 (2018) 15, pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889