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~isPartOf:"Annals of operations research"
~isPartOf:"Journal of banking & finance"
~person:"Caldana, Ruggero"
~person:"Fuh, Cheng-der"
~subject:"Option trading"
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Option trading
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Caldana, Ruggero
Fuh, Cheng-der
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Annals of operations research
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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
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2
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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