Narrow search
Showing 1 - 8 of 8
Cover Image
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
Guo, Jia-hau; Hung, Mao-Wei; So, Leh-chyan - In: The journal of futures markets 29 (2009) 5, pp. 478-493
Persistent link: https://www.econbiz.de/10003827779
Cover Image
Comment on: A note on the discontinuity problem in Heston's stochastic volatility model
Lord, Roger - In: Applied mathematical finance 17 (2010) 3/4, pp. 373-376
Persistent link: https://www.econbiz.de/10008653251
Cover Image
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 28 (2008) 5, pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
Cover Image
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Cover Image
A note on the discontinuity problem in Heston's stochastic volatility model
Guo, Jia-hau; Hung, Mao-Wei - In: Applied mathematical finance 14 (2007) 4, pp. 339-345
Persistent link: https://www.econbiz.de/10003543045
Cover Image
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau - In: The journal of futures markets 31 (2011) 4, pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
Cover Image
A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
Cover Image
A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10010185635