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~person:"Liu, Liang-Chih"
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Liu, Liang-Chih
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Review of quantitative finance and accounting
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Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
2
Option pricing with the control variate technique beyond Monte Carlo simulation
Chiu, Chun-Yuan
;
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
;
Liu, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
Saved in:
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