//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~person:"Chen, Jun-Home"
~person:"Li, Hongyi"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionspreistheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Stochastic process
4
Stochastischer Prozess
4
Currency derivative
2
Markov-modulated Heath-Jarrow-Morton model
2
Währungsderivat
2
Allgemeines Gleichgewicht
1
Chooser option
1
Currency option
1
Devisenoption
1
Dynamic measure change
1
Esscher transform
1
Exchange rate
1
Foreign exchange (FX) option
1
Foreign exchange (FX) rate
1
General equilibrium
1
Markov chain
1
Markov-Kette
1
Markovian regime-switching jump-diffusion model
1
Option trading
1
Optionsgeschäft
1
Regime-switching Esscher transform
1
Robust statistics
1
Robustes Verfahren
1
State-dependent Heath-Jarrow-Morton model
1
Two-factor Markov-modulated stochastic volatility model with double exponential jumps
1
Two-factor Markov-modulated stochastic volatility model with jumps
1
Wechselkurs
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chen, Jun-Home
Li, Hongyi
Wang, Xingchun
7
Lee, Hangsuck
4
Lee, Minha
3
Lian, Yu-Min
3
Madan, Dilip B.
3
Stentoft, Lars
3
Wang, King
3
Zhao, Yonggan
3
Ziemba, William T.
3
Cao, Jiling
2
Chung, Y. Peter
2
Cui, Zhenyu
2
Ha, Hongjun
2
Hsu, Pao-peng
2
Jeon, Junkee
2
Johnson, Herbert
2
Jun, Doobae
2
Kim, Jeong-Hoon
2
Kong, Byungdoo
2
Ku, Hyejin
2
León Valle, Ángel Manuel
2
Rubio, Gonzalo
2
Schadner, Wolfgang
2
Vaello-Sebastià, Antoni
2
Wang, Guanying
2
Xiao, Weilin
2
Xu, Weidong
2
Zhang, WenJun
2
Afik, Zvika
1
Agliardi, Elettra
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Alcock, Jamie
1
Altay-Salih, Aslihan
1
Ammann, Manuel
1
Amédée-Manesme, Charles-Olivier
1
Arad, Ohad
1
Aretz, Kevin
1
more ...
less ...
Published in...
All
Finance research letters
Journal of empirical finance
Economic modelling
3
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Insurance / Mathematics & economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
5
Robust general equilibrium under stochastic volatility model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Finance research letters
7
(
2010
)
4
,
pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->