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Calibrating the Black-Derman-T...
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ECONIS (ZBW)
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Calibrating the Black-Derman-Toy model : some theoretical results
Boyle, Phelim P.
;
Tan, Ken Seng
;
Tian, Weidong
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001625667
Saved in:
2
Contingent capital as an asset class
Tian, Weidong
- In:
The journal of investing
23
(
2014
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10011312851
Saved in:
3
Spanning with indexes
Tian, Weidong
- In:
Journal of mathematical economics
53
(
2014
),
pp. 111-118
Persistent link: https://www.econbiz.de/10011297134
Saved in:
4
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen
;
Liu, Kai
;
Li, Bin
;
Tan, Ken Seng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
Saved in:
5
Model uncertainty effect on asset prices
Jiang, Junya
;
Tian, Weidong
- In:
International review of finance
17
(
2017
)
2
,
pp. 205-233
Persistent link: https://www.econbiz.de/10011807122
Saved in:
6
w-MPS risk aversion and the CAPM
Boyle, Phelim P.
;
Ma, Chenghu
- In:
Theoretical economics letters
3
(
2013
)
6
,
pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
Saved in:
7
Numerical evaluation of multivariate contingent claims
Boyle, Phelim P.
- In:
The review of financial studies
2
(
1989
)
2
,
pp. 241-250
Persistent link: https://www.econbiz.de/10001106371
Saved in:
8
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
9
Pricing and hedging capped options
Boyle, Phelim P.
- In:
The journal of futures markets
9
(
1989
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
Saved in:
10
Valuation of tandem options
Blazenko, George W.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 39-49
Persistent link: https://www.econbiz.de/10001101745
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