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Pricing derivatives on foreign...
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Option pricing theory
17
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Liao, Szu-Lang
34
Lian, Yu-Min
14
Chen, Jun-Home
10
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4
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3
Chang, Jui-jane
2
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The journal of futures markets
7
Applied financial economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
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2
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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
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