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~isPartOf:"Finance research letters"
~person:"Kim, Young Shin"
~person:"Lian, Yu-Min"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Option pricing theory
4
Optionspreistheorie
4
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3
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3
Volatility
3
Volatilität
3
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2
Markov-modulated Heath-Jarrow-Morton model
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Kim, Young Shin
Lian, Yu-Min
Subrahmanyam, Marti G.
Wang, Xingchun
7
Lee, Hangsuck
5
Madan, Dilip B.
4
Chen, Jun-Home
3
Ha, Hongjun
3
Kong, Byungdoo
3
Lee, Minha
3
Wang, King
3
Zhao, Yonggan
3
Ziemba, William T.
3
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2
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2
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2
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2
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2
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2
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2
Kim, Jeong-Hoon
2
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2
Li, Hongyi
2
Schadner, Wolfgang
2
Stentoft, Lars
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Vaello-Sebastià, Antoni
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Xu, Weidong
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Finance research letters
Journal of banking & finance
5
Review of derivatives research
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Applied financial economics
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CoFE Discussion Paper
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International journal of theoretical and applied finance
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
2
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
3
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
4
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
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