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Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan - In: Review of Derivatives Research 11 (2008) 1, pp. 83-118
Persistent link: https://www.econbiz.de/10005809713
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A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan; Dai, Tian-Shyr - In: The journal of derivatives : the official publication … 24 (2017) 4, pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
Cover Image
Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan - In: Review of derivatives research 11 (2008) 1, pp. 83-118
Persistent link: https://www.econbiz.de/10008173307
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A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr; Fan, Chen-Chiang; Liu, Liang-Chih; … - In: The journal of futures markets 42 (2022) 12, pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872