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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Ambros, Maximilian"
~person:"Costabile, Massimo"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
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Option pricing theory
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Ambros, Maximilian
Costabile, Massimo
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
9
Schaub, Mark
6
Pelsser, Antoon André Jean
5
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Applied economics letters
Insurance / Mathematics & economics
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6
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5
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ECONIS (ZBW)
13
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1
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
Costabile, Massimo
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 597-600
Persistent link: https://www.econbiz.de/10010227933
Saved in:
2
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabo, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-295
Persistent link: https://www.econbiz.de/10009517565
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Catastrophe equity put options with target variance
Wang, Xingchun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011630610
Saved in:
6
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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7
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
8
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
10
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
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