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~person:"Lian, Yu-Min"
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Pricing derivatives on foreign...
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Option pricing theory
9
Optionspreistheorie
9
Stochastic process
8
Stochastischer Prozess
8
Volatility
7
Volatilität
7
Derivat
4
Derivative
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Aktienindex
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American gold futures option
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Beta risk
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Betafaktor
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Bitcoin
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Bitcoin Futures Price
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Capital income
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Catastrophe equity put
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Causality analysis
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Chooser option
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Cointegration
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Commodity derivative
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Commodity exchange
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Correlated bivariate Markov-modulated
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Correlated bivariate jump-diffusion model
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Lian, Yu-Min
Liao, Szu-Lang
66
Wang, Chou-Wen
12
Chen, Jun-Home
10
Huang, Hsing-Hua
5
Chang, Chia-Chien
4
Chiang, Shu-Ling
4
Hsu, Pao-Peng
4
Tsai, Ming-Shann
4
Wu, Ting-Yi
4
Chen, Fen-Ying
3
Huang, Yi-Ting
3
Shyu, So-De
3
Wu, Ming-Cheng
3
Wu, Yang-Che
3
Chang, Jui-Jane
2
Chang, Jui-jane
2
Cheng, Chi-Hung
2
Chiang, Shu-ling
2
Huang, Yi-ting
2
Lin, Shih-Kuei
2
Lin, Shih-kuei
2
Tsai, Ming-shann
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Wang, Ming-Chieh
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Wu, Ming-cheng
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Chang, Hui-Lung
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Chang, Hui-lung
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Chang, Jow-Ran
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Chen, Chao-Chun
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Chen, Chao-chun
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Chen, Tingfu
1
Chiang, Yi-chein
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Hsiao, Hsiao-Fen
1
Hsu, Pao-peng
1
Hu, Len-kuo
1
Huang, Li-jhang
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Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
The empirical economics letters : a monthly international journal of economics
2
Applied Financial Economics
1
Applied financial economics
1
Investment management and financial innovations
1
Journal of mathematical finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
14
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1
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
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
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
4
Risk determinants of gold betas
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1099-1104
Persistent link: https://www.econbiz.de/10010527311
Saved in:
5
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
6
The volatility structure of oil futures market returns : an empirical investigation
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
Saved in:
7
Joint dynamic modeling and option pricing in incomplete derivative-security market
Lian, Yu-Min
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012658787
Saved in:
8
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
9
Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582767
Saved in:
10
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:
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