//--> //--> //-->
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:"Risk premium"
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:"Guo, Jia-Hau"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk premium
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
CAPM
2
Option trading
2
Optionsgeschäft
2
ARCH model
1
ARCH-Modell
1
Analytic solution
1
Backward equation
1
Börsenkurs
1
Capital income
1
Characteristic function
1
Currency speculation
1
Daily price limit
1
Estimation
1
Fast Fourier transform
1
Heston
1
Kapitaleinkommen
1
Liquidity
1
Liquidity impact
1
Liquidität
1
Local times
1
Order imbalance reversal
1
Preis
1
Price
1
Price impact
1
Price limit
1
Propensity score match
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Schätzung
1
Share price
1
Stochastic volatility
1
Stochastic volatility model
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
Chang, Lung-Fu
1
Guo, Jia-Hau
1
Hung, Mao-Wei
1
Published in...
All
The journal of futures markets
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->