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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Ambros, Maximilian"
~person:"Dai, Tian-Shyr"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
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Ambros, Maximilian
Dai, Tian-Shyr
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
9
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6
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Applied economics letters
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6
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ECONIS (ZBW)
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1
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
Saved in:
2
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
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
Saved in:
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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