Search Results - person:"Lin, Zuodong"

Option pricing with regime switching tempered stable processes

Lin, Zuodong; Račev, Svetlozar T.; Kim, Young Shin; … - 2012

In this paper we will introduce a hybrid option pricing model that combines the classical tempered stable model and regime switching by a hidden Markov chain. This model allows the description of some stylized phenomena about asset return distributions that are well documented in financial...

Persistent link: https://www.econbiz.de/10009576324

Option pricing with regime switching tempered stable processes

Lin, Zuodong; Rachev, Svetlozar T.; Kim, Young Shin; … - 2012

Persistent link: https://www.econbiz.de/10010310076

Option pricing with regime switching tempered stable processes

Lin, Zuodong; Rachev, Svetlozar T.; Kim, Young Shin; … - Fakultät für Wirtschaftswissenschaften, Karlsruhe … - 2012

Persistent link: https://www.econbiz.de/10010954925

Option pricing and hedging under a stochastic volatility Lévy process model

Kim, Young Shin; Fabozzi, Frank J.; Lin, Zuodong; … - In: Review of derivatives research 15 (2012) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10009627431

Option pricing and hedging under a stochastic volatility Lévy process model

Kim, Young; Fabozzi, Frank; Lin, Zuodong; Rachev, Svetlozar - In: Review of Derivatives Research 15 (2012) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10010867545

Option pricing and hedging under a stochastic volatility Lévy process model

Kim, Young Shin; Fabozzi, Frank J.; Lin, Zuodong; … - In: Review of derivatives research 15 (2012) 1, pp. 81-98

Persistent link: https://www.econbiz.de/10009843787