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type_genre:"Nachschlagewerk"
~person:"Huang, Jianfeng"
~person:"Wang, Yongjin"
~subject:"Devisenmarkt"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Devisen-Futures"
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Devisenmarkt
Option pricing theory
Rohstoffderivat
Currency derivative
5
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5
Optionspreistheorie
3
Arbitrage
2
Currency option
2
Devisenoption
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Markovian regime-switching autoregressive approach
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Triangular arbitrage
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Huang, Jianfeng
Wang, Yongjin
Jennergren, Lars Peter
4
Näslund, Bertil
4
Chen, Jun-Home
3
Dumas, Bernard
3
Lian, Yu-Min
3
Lin, Shih-kuei
3
Taylor, Mark P.
3
Wang, Peijie
3
Zilcha, Itzhak
3
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2
Ahlip, Rehez
2
Alanazi, Ahmed S.
2
Benth, Fred Espen
2
Bo, Lijun
2
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2
Chen, Yu-Lun
2
Choudhry, Taufiq
2
El Shazly, Mona
2
Fawson, Christopher
2
Gau, Yin-feng
2
Ghosh, Dilip K.
2
Gil-Alaña, Luis A.
2
Hartmann, Philipp
2
Hoque, Ariful
2
Itō, Takatoshi
2
Kabanov, Jurij M.
2
Kalirajan, Kaliappa
2
Keefe, Helena Glebocki
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Kellard, Neil
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Kim, Kwanho
2
Kočenda, Evžen
2
Liao, Szu-Lang
2
Lien, Da-hsiang Donald
2
Liu, Hao-chen
2
Mohamad-Zadeh, Ali H.
2
Newbold, Paul
2
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2
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Applied economics letters
2
Applied mathematical finance
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Huang, Jianfeng
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1352-1357
Persistent link: https://www.econbiz.de/10013412175
Saved in:
2
Forex swap premiums, shock response and covered profits : an ARDL-EGARCH model analysis
Huang, Jianfeng
;
Lu, Wencong
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1705-1708
Persistent link: https://www.econbiz.de/10012204888
Saved in:
3
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
4
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
5
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
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