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Coherent risk measure for derivatives under black-scholes economy with regime switching
Hao, Fangcheng; Yang, Hailiang - In: Managerial finance 37 (2011) 11, pp. 1011-1024
Persistent link: https://www.econbiz.de/10009388902
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Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
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Valuing equity-linked death benefits and other contingent options : a discounted density approach
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10009558293
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Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan; Wei, Boyu; Yang, Hailiang - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011891885