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Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang; Lai, Yongzeng - In: The journal of computational finance 14 (2010/11) 2, pp. 87-118
Persistent link: https://www.econbiz.de/10008810127
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Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
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Estimating probability weighting functions through option pricing bounds
Chen, Tzu-Ying; Lin, Yo-Lan; Tzeng, Larry Y. - In: Review of asset pricing studies : RAPS 14 (2024) 3, pp. 513-543
Persistent link: https://www.econbiz.de/10015046154
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Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han; Chang, Jow-Ran - In: The journal of derivatives : JOD 28 (2021) 3, pp. 163-183
Persistent link: https://www.econbiz.de/10012486036