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Pricing gold options under Mar...
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Option pricing theory
Optionspreistheorie
35
Volatility
28
Volatilität
28
Theorie
20
Theory
20
Stochastic process
19
Stochastischer Prozess
19
Derivat
12
Derivative
12
Börsenkurs
9
Option trading
9
Optionsgeschäft
9
Share price
9
Capital income
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Kapitaleinkommen
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Markov chain
8
Markov-Kette
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Yield curve
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Zinsstruktur
8
Interest rate derivative
7
Monte Carlo simulation
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Portfolio selection
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Portfolio-Management
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Zinsderivat
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Aktienindex
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CAPM
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China
6
Credit risk
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Currency derivative
6
Esscher transform
6
Estimation
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Exchange rate
6
Interest rate
6
Kreditrisiko
6
Monte-Carlo-Simulation
6
Schätzung
6
Stock index
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Swap
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Währungsderivat
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Lin, Shih-kuei
18
Liao, Szu-Lang
12
Lian, Yu-Min
9
Chen, Jun-Home
8
Chuang, Ming-Che
4
Wang, Chou-Wen
3
He, Jie-Cao
2
Hsieh, Chang-Chieh
2
Huang, Zi-Wei
2
Lin, Chao-Yang
2
Wang, Shin-yun
2
Wu, An-Chi
2
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1
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1
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1
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1
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1
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1
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1
Chen, Son-nan
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
5
International review of economics & finance : IREF
4
Finance research letters
3
Review of quantitative finance and accounting
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied financial economics
1
Asia-Pacific journal of financial studies
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of mathematical finance
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
2
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
3
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
4
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
5
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
6
Joint dynamic modeling and option pricing in incomplete derivative-security market
Lian, Yu-Min
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012658787
Saved in:
7
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
8
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
9
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
10
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
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