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~person:"Wang, Tai-ho"
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Option pricing theory
3
Optionspreistheorie
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Hedging
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Option trading
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Wang, Tai-ho
Wang, Tai-Ho
32
Laurence, Peter
19
Gatheral, Jim
6
Huang, Yufen
4
Alòs, Elisa
3
Hobson, David
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Hsu, Elton P.
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Cheng, Ching-Ren
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Cheng, Xue
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Di Giacinto, Marina
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Laurence, Peter M.
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Mancino, Maria Elvira
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Ouyang, Cheng
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WANG, TAI-HO
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Akahori, Jiro
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Arguin, Louis-Pierre
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Campolieti, Giuseppe
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Carr, Peter
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Chatterjee, Rupak
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Cheng Ouyang
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Fahim, Arash
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GATHERAL, JIM
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Kao, Tzu-Ling
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Kuo, Mei-Ling
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LAURENCE, PETER
1
Liu, Nien-Lin
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Pirjol, Dan
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Song, Xiaoming
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Stein, Harvey
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Tudor, Sebastian F.
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Wang, Sheng-Li
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Wang, Tai‐Ho
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Zhu, Lingjiong
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Applied mathematical finance
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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ECONIS (ZBW)
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Asymptotics of implied volatility in local volatility models
Gatheral, Jim
;
Hsu, Elton P.
;
Laurence, Peter
;
Cheng Ouyang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 591-620
Persistent link: https://www.econbiz.de/10009614946
Saved in:
2
Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
Laurence, Peter
;
Wang, Tai-ho
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10009517661
Saved in:
3
Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
Laurence, Peter
;
Wang, Tai-ho
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 717-734
Persistent link: https://www.econbiz.de/10003816553
Saved in:
4
Sharp upper and lower bounds for basket options
Laurence, Peter
;
Wang, Tai-ho
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003149552
Saved in:
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