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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SFB 649 discussion paper"
~person:"Gao, Bin"
~person:"Leippold, Markus"
~subject:"Derivat"
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Gao, Bin
Leippold, Markus
Härdle, Wolfgang
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Journal of economic dynamics & control
SFB 649 discussion paper
Journal of banking & finance
1
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Review of derivatives research
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
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2
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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