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Mean reversion behavior of the returns on currency assets
Chen, Son-nan - In: International review of economics & finance : IREF 7 (1998) 2, pp. 185-200
Persistent link: https://www.econbiz.de/10001247531
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Option pricing and hedging in different cyclical structures : a two-dimensional Markov-modulated model
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 25 (2019) 8, pp. 762-779
Persistent link: https://www.econbiz.de/10012207028
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Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 30 (2024) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10014547348