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Operational hedging in foreign direct investments under volatile and divergent exchange rates across countries
Song, Sangcheol; Lee, Seung-Hyun; Makhija, Mona - In: Journal of world business : JWB 50 (2015) 3, pp. 548-557
Persistent link: https://www.econbiz.de/10011333369
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Does being different from others increase extremeness and volatility in restaurant firm performance?
Park, Sungbeen; Lee, Seoki; Song, Sujin - In: International journal of hospitality management 114 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014439994
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The valuation of power exchange options with counterparty risk and jump risk
Wang, Xingchun; Song, Shiyu; Wang, Yongjin - In: The journal of futures markets 37 (2017) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10011950726
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On the probability of default in a market with price clustering and jump risk
Song, Shiyu; Wang, Yongjin; Xu, Guangli - In: Mathematics and financial economics 14 (2020) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
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Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu; Wang, Guanying; Wang, Yongjin - In: The European journal of finance 26 (2020) 12, pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
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Pricing double barrier options under a volatility regime-switching model with psychological barriers
Song, Shiyu; Wang, Yongjin - In: Review of derivatives research 20 (2017) 3, pp. 255-280
Persistent link: https://www.econbiz.de/10011936003
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The valuation of arithmetic Asian options with mean reversion and jump clustering
Song, Shiyu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014491975
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The valuation of variance swaps with psychological barriers in the underlying dynamics
Song, Shiyu; Jiang, Yiming - In: The North American journal of economics and finance : a … 78 (2025), pp. 1-14
Persistent link: https://www.econbiz.de/10015434435