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~subject:"Optionsgeschäft"
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Optionsgeschäft
Option pricing theory
7
Optionspreistheorie
7
Option trading
5
Volatility
5
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Correlation
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Markov chain
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Markov-Kette
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Markov-switching method
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Range-based model
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Statistical distribution
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Statistische Verteilung
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finance
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lattice feasibility
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stochastic volatility
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trinomial tree
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two-factor model
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2011-2013
1
ARCH model
1
ARCH-Modell
1
American option
1
Analyst forecasts
1
Analytical upper bound
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Bivariate Bernoulli (BB) distribution
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Bivariate asymmetric Laplace (BAL) distribution
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Bivariate jumps
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Black-Scholes formula
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Black-Scholes model
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Black-Scholes-Modell
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Capital market returns
1
Cox process
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Diffusion process
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Discrete Ornstein–Uhlenbeck process
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Early exercise
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Estimation
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Financial analysis
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Finanzanalyse
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Miao, Daniel Wei-Chung
3
Lin, Xenos Chang-Shuo
2
Miao, Daniel Wei-chung
2
Chao, Wan-Ling
1
Chao, Wan-ling
1
Lee, Yung-Hsin
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Lee, Yung-hsin
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Lin, Chang-Yao
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Lin, Xenos Chang-shuo
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Yu, Steve Hsin-Ting
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Operations research letters
2
The journal of futures markets
2
Mathematical methods of operations research : ZOR
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ECONIS (ZBW)
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Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Lin, …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
3
,
pp. 493-528
Persistent link: https://www.econbiz.de/10012793592
Saved in:
2
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:
3
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
4
Option pricing under jump-diffusion models with mean-reverting bivariate jumps
Miao, Daniel Wei-chung
;
Lin, Xenos Chang-shuo
;
Chao, …
- In:
Operations research letters
42
(
2014
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10010259274
Saved in:
5
A forward Monte Carlo method for American options pricing
Miao, Daniel Wei-chung
;
Lee, Yung-hsin
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 369-395
Persistent link: https://www.econbiz.de/10009725613
Saved in:
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