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Stochastischer Prozess
Option pricing theory
35
Optionspreistheorie
35
Volatility
28
Volatilität
28
Theorie
20
Theory
20
Stochastic process
19
Derivat
12
Derivative
12
Börsenkurs
9
Option trading
9
Optionsgeschäft
9
Share price
9
Capital income
8
Kapitaleinkommen
8
Markov chain
8
Markov-Kette
8
Yield curve
8
Zinsstruktur
8
Interest rate derivative
7
Monte Carlo simulation
7
Portfolio selection
7
Portfolio-Management
7
Zinsderivat
7
Aktienindex
6
CAPM
6
China
6
Credit risk
6
Currency derivative
6
Esscher transform
6
Estimation
6
Exchange rate
6
Interest rate
6
Kreditrisiko
6
Monte-Carlo-Simulation
6
Schätzung
6
Stock index
6
Swap
6
Währungsderivat
6
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Undetermined
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Article
19
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19
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19
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English
19
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Lin, Shih-kuei
9
Lian, Yu-Min
8
Chen, Jun-Home
7
Liao, Szu-Lang
5
Wang, Shin-yun
3
Chuang, Ming-Che
2
Chang, Charles
1
Chang, Hsing-Hua
1
Chao, Wei-Hsiung
1
Chen, Carl R.
1
Chen, Son-nan
1
Chen, Ting-Fu
1
Cheng, Chi-Hung
1
Fuh, Cheng-der
1
He, Jie-Cao
1
Hsu, Pao-Peng
1
Huang, Yi-Ting
1
Lee, Jia-Ching
1
Li, Chang-Yi
1
Lin, Chao-Yang
1
Lin, Jui-Hsuan
1
Lin, Shih-Hsun
1
Liu, Huimei
1
Peng, Jin Lung
1
Shyu, So-De
1
Shyu, So-de
1
Tsai, Pei-ling
1
Wu, An-Chi
1
Wu, Yang-Che
1
Wu, Yang-che
1
Xu, Lian-Wen
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The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
3
International review of economics & finance : IREF
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of mathematical finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
19
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1
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
2
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
3
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
4
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
5
Joint dynamic modeling and option pricing in incomplete derivative-security market
Lian, Yu-Min
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012658787
Saved in:
6
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
7
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
8
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
9
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
10
Application of hidden Markov switching moving average model in the stock markets : theory and empirical evidence
Lin, Shih-kuei
;
Wang, Shin-yun
;
Tsai, Pei-ling
- In:
International review of economics & finance : IREF
18
(
2009
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10003832730
Saved in:
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