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~isPartOf:"Applied economics letters"
~person:"Järvinen, Sami"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"GARCH models"
~subject:"Option pricing theory"
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GARCH models
Option pricing theory
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Järvinen, Sami
Nie, He
Wang, Xingchun
Ryu, Doojin
4
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3
Lyuu, Yuh-dauh
2
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Applied economics letters
Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
Review of derivatives research
4
The European journal of finance
3
The journal of futures markets
3
International review of economics & finance : IREF
2
Acta Universitatis Oeconomicae Helsingiensis / A
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ECONIS (ZBW)
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1
Pricing European commodity swaptions
Järvinen, Sami
;
Toivonen, Harri
- In:
Applied economics letters
11
(
2004
)
15
,
pp. 925-929
Persistent link: https://www.econbiz.de/10002507442
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
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