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Option pricing theory
Börsenkurs
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English
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Jiang, George J.
18
Sluis, Pieter J. van der
5
Tian, Yisong Sam
2
Chen, Qiang
1
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Huang, Ying
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1
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
-
1997
Persistent link: https://www.econbiz.de/10000968609
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2
Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J.
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
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3
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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4
Testing option pricing models with stochastic volatility, random jump and stochastic interest rate
Jiang, George J.
- In:
International review of finance
3
(
2002
)
3/4
,
pp. 233-272
Persistent link: https://www.econbiz.de/10002504517
Saved in:
5
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
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6
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1999
Persistent link: https://www.econbiz.de/10001432849
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7
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
-
2000
Persistent link: https://www.econbiz.de/10001473253
Saved in:
8
Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000986291
Saved in:
9
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
- In:
European finance review : the official journal of the …
3
(
1999
)
3
,
pp. 273-310
Persistent link: https://www.econbiz.de/10001653146
Saved in:
10
Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.
;
Pan, Guanzhong
;
Shi, Lei
- In:
Journal of mathematical finance
1
(
2011
)
2
,
pp. 28-33
Persistent link: https://www.econbiz.de/10009716642
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