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Volatilität
Option pricing theory
35
Optionspreistheorie
35
Volatility
28
Theorie
20
Theory
20
Stochastic process
19
Stochastischer Prozess
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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28
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28
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28
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English
28
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Lin, Shih-kuei
14
Lian, Yu-Min
10
Liao, Szu-Lang
10
Chen, Jun-Home
8
Chuang, Ming-Che
3
Wang, Shin-yun
2
Wu, An-Chi
2
Chang, Charles
1
Chang, Hsing-Hua
1
Chang, Jui-jane
1
Chao, Wei-Hsiung
1
Chen, An-sing
1
Chen, Carl R.
1
Chen, Fen-ying
1
Chen, Ming-Chi
1
Chen, Son-nan
1
Chen, Ting-Fu
1
Cheng, Chi-Hung
1
Chou, Chia-yu
1
Chuang, Ming-che
1
Fuh, Cheng-der
1
He, Jie-Cao
1
Hsu, Chih-Chen
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Jhong, Yu-Jhih
1
Lee, Jia-Ching
1
Li, Chang-Yi
1
Li, Chulin
1
Li, Dong
1
Lin, Chao-Yang
1
Lin, Chien-Hsiu
1
Lin, Chien-hsiu
1
Lin, Chun-Liang
1
Lin, Shao-kung
1
Liu, Huimei
1
Peng, Jin Lung
1
Shao Jye Wong
1
Shyu, So-De
1
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The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
3
International review of economics & finance : IREF
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Finance research letters
2
The European journal of finance
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
International journal of business
1
Investment management and financial innovations
1
Journal of banking & finance
1
The empirical economics letters : a monthly international journal of economics
1
The journal of asset management
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)
28
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1
The volatility structure of oil futures market returns : an empirical investigation
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
Saved in:
2
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
3
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:
4
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:
5
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
6
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:
7
Dynamic linkages among alternative investments
Lian, Yu-Min
;
Jhong, Yu-Jhih
;
Cheng, Chi-Hung
- In:
The empirical economics letters : a monthly …
18
(
2019
)
12
,
pp. 1213-1219
Persistent link: https://www.econbiz.de/10012372814
Saved in:
8
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:
9
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:
10
Excess volatility and market efficiency in government bond markets : the ASEAN-5 context
Tang, Kin Boon
;
Shao Jye Wong
;
Lin, Shih-kuei
;
Liao, …
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 154-165
Persistent link: https://www.econbiz.de/10012292759
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