//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"American option"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Miao, Daniel Wei-Chung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
American option
Option pricing theory
7
Optionspreistheorie
7
Option trading
5
Optionsgeschäft
5
Volatility
5
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Correlation
2
Markov chain
2
Markov-Kette
2
Markov-switching method
2
Range-based model
2
Statistical distribution
2
Statistische Verteilung
2
finance
2
lattice feasibility
2
stochastic volatility
2
trinomial tree
2
two-factor model
2
2011-2013
1
ARCH model
1
ARCH-Modell
1
Analyst forecasts
1
Analytical upper bound
1
Bivariate Bernoulli (BB) distribution
1
Bivariate asymmetric Laplace (BAL) distribution
1
Bivariate jumps
1
Black-Scholes formula
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital market returns
1
Cox process
1
Diffusion process
1
Discrete Ornstein–Uhlenbeck process
1
Early exercise
1
Estimation
1
Financial analysis
1
Finanzanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Lin, Xenos Chang-Shuo
1
Miao, Daniel Wei-Chung
1
Yu, Steve Hsin-Ting
1
Published in...
All
Operations research letters
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on the never-early-exercise region of American power exchange options
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Yu, …
- In:
Operations research letters
44
(
2016
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10011455592
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->