Narrow search
Showing 1 - 7 of 7
Cover Image
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu; Tang, Dan; Xu, Guangli; Yin, Xunbai - In: International review of economics & finance : IREF 83 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Cover Image
The valuation of options on foreign exchange rate in a target zone
Xu, Guangli; Song, Shiyu; Wang, Yongjin - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10011523802
Cover Image
On the probability of default in a market with price clustering and jump risk
Song, Shiyu; Wang, Yongjin; Xu, Guangli - In: Mathematics and financial economics 14 (2020) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
Cover Image
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu; Wang, Guanying; Wang, Yongjin - In: The European journal of finance 26 (2020) 12, pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Cover Image
Pricing double barrier options under a volatility regime-switching model with psychological barriers
Song, Shiyu; Wang, Yongjin - In: Review of derivatives research 20 (2017) 3, pp. 255-280
Persistent link: https://www.econbiz.de/10011936003
Cover Image
The valuation of arithmetic Asian options with mean reversion and jump clustering
Song, Shiyu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014491975
Cover Image
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu; Wang, Xingchun; Zhang, Xiaowen - In: The European journal of finance 30 (2024) 5, pp. 503-523
Persistent link: https://www.econbiz.de/10014547897