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Option pricing theory
Optionspreistheorie
24
Theorie
12
Theory
12
Option trading
8
Optionsgeschäft
8
Credit risk
7
Derivat
6
Derivative
6
Kreditrisiko
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
4
Option pricing
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
Aktienoption
3
Algorithm
3
Algorithmus
3
Capital structure
3
Convertible bond
3
Corporate bond
3
Financial Engineering
3
Financial market
3
Finanzmarkt
3
Finanzmathematik
3
Kapitalstruktur
3
Mathematical finance
3
Simulation
3
Stock option
3
Unternehmensanleihe
3
Wandelanleihe
3
Yield curve
3
Zinsstruktur
3
Algorithmische Programmierung
2
Bellman equation
2
Finance
2
Financial engineering
2
Greeks
2
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Undetermined
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Article
23
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23
Aufsatz in Zeitschrift
23
Lehrbuch
1
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English
24
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Lyuu, Yuh-dauh
15
Dai, Tian-Shyr
9
Liu, Liang-Chih
7
Dai, Tian-shyr
5
Chang, Hao-Han
3
Wang, Chuan-Ju
3
Chiu, Chun-Yuan
2
Wang, Chuan-ju
2
Yang, Sharon S.
2
Zhou, Lei
2
Chen, Yu-Ting
1
Fan, Chen-Chiang
1
Fang, Yuh-yuan
1
Kao, Chi-hao
1
Kao, Ming-Yang
1
Liao, Feng-yu
1
Lok, U. Hou
1
Teng, Huei-Wen
1
Teng, Huei-wen
1
Tseng, Yao-Te
1
Wang, Jr-Yan
1
Wang, Jr-yan
1
Wang, Sheng-Xiang
1
Wei, Hui-shan
1
Wu, Cheng-wei
1
Zhang, Yu-Quan
1
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The journal of futures markets
6
Quantitative finance
3
Applied economics letters
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
International journal of bonds and derivatives
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
24
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1
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
Saved in:
2
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
3
Realised tax benefits and capital structure
Dai, Tian-shyr
;
Wang, Chuan-ju
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 88-109
Persistent link: https://www.econbiz.de/10010338907
Saved in:
4
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
5
Efficient, exact algorithms for Asian options with multiresolution lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 181-203
Persistent link: https://www.econbiz.de/10001722147
Saved in:
6
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:
7
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
Saved in:
8
Analytics for geometric average trigger reset options
Dai, Tian-shyr
;
Fang, Yuh-yuan
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
12
(
2005
)
13
,
pp. 835-840
Persistent link: https://www.econbiz.de/10003196210
Saved in:
9
Option pricing with the control variate technique beyond Monte Carlo simulation
Chiu, Chun-Yuan
;
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
;
Liu, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
Saved in:
10
Very fast algorithms for barrier option pricing and the ballot problem
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 68-79
Persistent link: https://www.econbiz.de/10001242383
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