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~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~person:"Chen, Jun-Home"
~person:"León Valle, Ángel Manuel"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
5
Optionspreistheorie
5
Volatility
4
Volatilität
4
Currency derivative
2
Markov-modulated Heath-Jarrow-Morton model
2
Stochastic process
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1994-1996
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Markovian regime-switching jump-diffusion model
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Spain
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State-dependent Heath-Jarrow-Morton model
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Stock option
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Two-factor Markov-modulated stochastic volatility model with double exponential jumps
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Two-factor Markov-modulated stochastic volatility model with jumps
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Chen, Jun-Home
León Valle, Ángel Manuel
Wang, Xingchun
7
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4
Lee, Minha
3
Lian, Yu-Min
3
Madan, Dilip B.
3
Stentoft, Lars
3
Wang, King
3
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Finance research letters
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
2
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:
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
A simulation-based algorithm for American executive stock option valuation
León Valle, Ángel Manuel
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
7
(
2010
)
1
,
pp. 14-23
Persistent link: https://www.econbiz.de/10003972383
Saved in:
5
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
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