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Search: person:"Lin, Chao-Yang"
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Option pricing theory
2
Optionspreistheorie
2
Bermudan options
1
Callable accreting interest rate swap
1
Esscher transform
1
Hull and White model
1
Index futures
1
Index-Futures
1
Interest rate
1
Interest rate derivative
1
Kleinste-Quadrate-Methode
1
Least Squares Monte-Carlo
1
Least squares method
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Volatility
1
Volatilität
1
Yield curve
1
Zero callable bonds
1
Zins
1
Zinsderivat
1
Zinsstruktur
1
characteristic function pricing approach
1
jump-diffusion process with modulated frequency and amplitude
1
volatility clustering
1
volatility smile
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English
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Lin, Chao-Yang
2
Lin, Shih-kuei
2
Lee, Jia-Ching
1
Liu, Huimei
1
Tang, Kin Boon
1
Zheng, Wen-Jie
1
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
2
Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang
;
Liu, Huimei
;
Lee, Jia-Ching
;
Lin, Shih-kuei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
4
,
pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
Saved in:
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