Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Yang, Zhaojun"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing option pricing models
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
28
Optionspreistheorie
28
Real options analysis
9
Realoptionsansatz
9
Hedging
8
Option trading
8
Optionsgeschäft
8
Swap
7
Derivat
6
Derivative
6
Real options
6
Convertible bond
4
Financial market
4
Finanzmarkt
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Volatility
4
Volatilität
4
Wandelanleihe
4
Black-Scholes model
3
Black-Scholes-Modell
3
Cash Flow
3
Cash flow
3
Econometrics
3
Partial information
3
Ökonometrie
3
CAPM
2
Capital structure
2
Corporate finance
2
Credit derivative
2
Decision under uncertainty
2
Double exponential jump-diffusion process
2
Entscheidung unter Unsicherheit
2
Finance
2
Financial economics
2
Fälligkeit
2
Incomplete information
2
Incomplete market
2
more ...
less ...
Online availability
All
Free
14
Undetermined
9
Type of publication
All
Book / Working Paper
15
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
28
Author
All
Yang, Zhaojun
Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
46
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Schlögl, Erik
35
Belomestny, Denis
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Račev, Svetlozar T.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Applied economics letters
1
Computational economics
1
Discussion paper series
1
Finance research letters
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Macroeconomic dynamics
1
Mathematical methods of operations research
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Technological forecasting & social change : an international journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investment and financing for SMEs with a partial guarantee and jump risk
Luo, Pengfei
;
Wang, Huamao
;
Yang, Zhaojun
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1161-1168
Persistent link: https://www.econbiz.de/10011439328
Saved in:
2
Valuation and analysis of contingent convertible securities with jump risk
Yang, Zhaojun
;
Zhao, Zhiming
- In:
International review of financial analysis
41
(
2015
),
pp. 124-135
Persistent link: https://www.econbiz.de/10011508616
Saved in:
3
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
Saved in:
4
Growth option and debt maturity with equity default swaps in a regime-switching framework
Luo, Pengfei
;
Yang, Zhaojun
- In:
Macroeconomic dynamics
23
(
2019
)
6
,
pp. 2250-2268
Persistent link: https://www.econbiz.de/10012127336
Saved in:
5
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
6
Machine learning solutions to challenges in finance : An application to the pricing of financial products
Gan, Lirong
;
Wang, Huamao
;
Yang, Zhaojun
- In:
Technological forecasting & social change : an …
153
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012236240
Saved in:
7
Real options and contingent convertibles with regime switching
Luo, Pengfei
;
Yang, Zhaojun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011817155
Saved in:
8
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
9
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin Calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
-
2009
Persistent link: https://www.econbiz.de/10003884274
Saved in:
10
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
