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~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~person:"Chen, Jun-Home"
~person:"Wang, Xingchun"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
10
Optionspreistheorie
10
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Option trading
5
Optionsgeschäft
5
Credit risk
3
Kreditrisiko
3
Currency derivative
2
Default risk
2
Derivat
2
Derivative
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Hedging
2
Jump-diffusion processes
2
Markov chain
2
Markov-Kette
2
Markov-modulated Heath-Jarrow-Morton model
2
Risikoprämie
2
Risk premium
2
Währungsderivat
2
ARCH model
1
ARCH-Modell
1
Aktienoption
1
Analysis of variance
1
Catastrophe equity put options
1
Chooser option
1
Common factors
1
Correlated jump risk
1
Correlation
1
Currency option
1
Devisenoption
1
Double digital call
1
Doubly stochastic Poisson process
1
Dynamic measure change
1
Employment shocks
1
Esscher transform
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1
Executive stock options
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Chen, Jun-Home
Wang, Xingchun
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
Li, Hongyi
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
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Amédée-Manesme, Charles-Olivier
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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
8
Applied economics letters
5
International review of economics & finance : IREF
4
Review of derivatives research
4
The European journal of finance
3
The journal of futures markets
3
Applied mathematical finance
1
Insurance / Mathematics & economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
10
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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
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
4
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
5
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
6
Valuing executive stock options under correlated employment shocks
Wang, Xingchun
- In:
Finance research letters
27
(
2018
),
pp. 38-45
Persistent link: https://www.econbiz.de/10012006731
Saved in:
7
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:
8
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
9
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
10
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
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