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Valuation of double trigger catastrophe options with counterparty risk
Jiang, I-ming; Yang, Sheng-Yung; Liu, Yu-hong; Wang, Alan T. - In: The North American journal of economics and finance : a … 25 (2013), pp. 226-242
Persistent link: https://www.econbiz.de/10009779275
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Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong; Jiang, I-Ming; Hsu, Wei-tze - In: The North American journal of economics and finance : a … 43 (2018), pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
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Optimal proportion decision-making for two stages investment
Liu, Yu-Hong; Jiang, I-Ming - In: The North American journal of economics and finance : a … 48 (2019), pp. 776-785
Persistent link: https://www.econbiz.de/10012120333
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Valuation of double trigger catastrophe options with counterparty risk
Jiang, I-Ming; Yang, Sheng-Yung; Liu, Yu-Hong; Wang, Alan T. - In: The North American journal of economics and finance : a … 25 (2013), pp. 226-242
Persistent link: https://www.econbiz.de/10010134052
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Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, Jimmy J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012654833