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Valuation of discrete barrier options by interpolations
Wei, Jason - In: The journal of derivatives : the official publication … 6 (1998) 1, pp. 51-73
Persistent link: https://www.econbiz.de/10001248809
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Cross-currency bond options pricing
Wei, Jason - In: Research in finance 14 (1996), pp. 219-249
Persistent link: https://www.econbiz.de/10001213080
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Pricing options on foreign assets when interest rates are stochastic
Wei, Jason - In: Advances in international banking and finance 1 (1995), pp. 67-89
Persistent link: https://www.econbiz.de/10001194433
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A simple approach to bond option pricing
Wei, Jason - In: The journal of futures markets 17 (1997) 2, pp. 131-160
Persistent link: https://www.econbiz.de/10001218569
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Valuing differential swaps
Wei, Jason - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 64-76
Persistent link: https://www.econbiz.de/10001219481
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Forbearance, deposit insurance, and the market value of savings and loan associations
So, Jacky C.; Wei, Jason - In: Advances in financial planning and forecasting 8 (1998), pp. 177-200
Persistent link: https://www.econbiz.de/10001406390
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Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan; Wei, Jason - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
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Pricing forward contracts and options on foreign assets : theories and empirical tests
Wei, Jason - 1992
Persistent link: https://www.econbiz.de/10000910624
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Power currency options
Tucker, Alan L. - In: Global finance journal 8 (1997) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10001233027
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Valuation of LIBOR-contingent FX options
Tucker, Alan L. - In: Journal of international money and finance 17 (1998) 2, pp. 269-277
Persistent link: https://www.econbiz.de/10001246608