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Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
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Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan; Liu, Ding; Zhao, Yang; Zhang, Zhekai - In: Applied economics letters 28 (2021) 11, pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
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Valuing vulnerable options with bond collateral
Wang, Guanying; Wang, Xingchun - In: Applied economics letters 28 (2021) 2, pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
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Finite-horizon zero-leverage firms
Lundberg, Clark; Lotfaliei, Babak - In: Applied economics letters 27 (2020) 14, pp. 1160-1169
Persistent link: https://www.econbiz.de/10012267078
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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng; Lien, Che-Hui - In: Applied economics letters 27 (2020) 4, pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
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Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin; Yang, Zhaojun - In: Applied economics letters 25 (2018) 18, pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
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Valuing vulnerable options with two underlying assets
Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320