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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~person:"Lin, Shih-kuei"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Jump risks
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Risikoprämie
2
Risk premium
2
Affine styled-facts price dynamics
1
Aktienmarkt
1
Black's formula
1
Börsenkurs
1
Currency derivative
1
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
EU countries
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EU-Staaten
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Emissions trading
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Emissionshandel
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Erdgas
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Esscher transform
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Estimation
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European Union Allowance
1
Exchange rate
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Gas industry
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Gaswirtschaft
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Greenhouse gas emissions
1
Jump risk
1
Markov switching
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Mean reversion
1
Natural gas
1
Natural gas options
1
Particle filter algorithm
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Lin, Shih-kuei
Chen, Ren-Raw
5
Chang, Chuang-chang
4
Chen, Son-nan
4
Lee, Cheng F.
4
Paxson, Dean A.
4
Dunis, Christian
3
Palmon, Oded
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Brandão, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Coakley, Jerry
2
Costabile, Massimo
2
Dockendorf, Jörg
2
Dotsis, George
2
Elliott, Robert J.
2
Hommel, Ulrich
2
Hsu, Pao-Peng
2
Koussis, Nicos
2
Kuo, I.-doun
2
Li, Bingxin
2
Li, Chang-Yi
2
Lin, Jun-biao
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Martzoukos, Spiros A.
2
Mozumder, Sharif
2
Müller, Jürgen
2
Romagnoli, Silvia
2
Russo, Emilio
2
Satchell, Stephen
2
Sokolinskiy, Oleg
2
Wang, Guanying
2
Wang, Shin-yun
2
Wang, Xingchun
2
Wilkens, Sascha
2
Abad Díaz, David
1
Abraham, Abraham
1
Adkins, Roger
1
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Review of quantitative finance and accounting
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Applied financial economics
1
Asia-Pacific journal of financial studies
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of banking & finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
4
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1
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
2
The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices
Hsu, Chih-Chen
;
Chen, An-sing
;
Lin, Shih-kuei
- In:
Review of quantitative finance and accounting
48
(
2017
)
3
,
pp. 819-848
Persistent link: https://www.econbiz.de/10011796892
Saved in:
3
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
4
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
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