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~person:"Lian, Yu-Min"
~subject:"Deutschland"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Deutschland
Option pricing theory
Currency derivative
3
Optionspreistheorie
3
Volatility
3
Volatilität
3
Währungsderivat
3
Esscher transform
2
Exchange rate
2
Markov-modulated Heath-Jarrow-Morton model
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
Cross-currency derivatives
1
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
Dynamic measure change
1
Foreign exchange (FX) option
1
Foreign exchange (FX) rate
1
Foreign exchange rate
1
Markov-modulated cojump-diffusion dynamics
1
Simultaneous jump
1
Two-factor Markov-modulated stochastic volatility model with double exponential jumps
1
Two-factor Markov-modulated stochastic volatility model with jumps
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Arbeitspapier
Aufsatz in Zeitschrift
Bibliografie enthalten
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Lian, Yu-Min
Jennergren, Lars Peter
13
Näslund, Bertil
13
Dumas, Bernard
10
Bartolini, Leonardo
4
Taylor, Mark P.
4
Bagliano, Fabio C.
3
Bernoth, Kerstin
3
Bodnar, Gordon M.
3
Chen, Jun-Home
3
Clarida, Richard H.
3
Favero, Carlo A.
3
Hagen, Jürgen von
3
Hoque, Ariful
3
Korn, Olaf
3
Kutan, Ali Mustafa
3
Lin, Shih-kuei
3
Vries, Casper G. de
3
Wang, Yongjin
3
Zhou, Su
3
Abraham, Rebecca
2
Aguirre, Maria Sophia
2
Ahlip, Rehez
2
Bhargava, Vivek
2
Bo, Lijun
2
Choi, Kyongwook
2
Ekvall, Niklas
2
Franco, Francesco
2
Kim, Kwanho
2
Koziol, Philipp
2
Lansing, Kevin J.
2
Liao, Szu-Lang
2
Liepach, Werner E.
2
Ma, Jun
2
Malhotra, Davinder Kumar
2
Maynard, Alex
2
Mikkelsen, Peter
2
Osterberg, William P.
2
Prieß, Karl-Heinz
2
Rebonato, Riccardo
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Finance research letters
2
International review of economics & finance : IREF
1
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ECONIS (ZBW)
3
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Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
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:
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