Narrow search
Showing 1 - 8 of 8
Cover Image
An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS
Hernández, Rodrigo; Liu, Pu - In: Theoretical economics letters 4 (2014) 5, pp. 331-340
Persistent link: https://www.econbiz.de/10010422847
Cover Image
Leverage certificates : a case of innovative financial engineering
Hernández, Rodrigo; Shao, Yingying; Liu, Pu - In: Review of economics & finance 9 (2017) 3, pp. 71-82
Persistent link: https://www.econbiz.de/10011718774
Cover Image
An economic analysis of protect certificates : an option-pricing approach
Hernández, Rodrigo; Jones, Jeffrey; Gu, Jenny - In: Banking and finance review 3 (2011) 2, pp. 17-40
Persistent link: https://www.econbiz.de/10009729640
Cover Image
Valuation of certificates on a straddle with forward start : theory and evidence
Hernández, Rodrigo; Shao, Yinying - In: Theoretical economics letters 4 (2014) 5, pp. 341-349
Persistent link: https://www.econbiz.de/10010422844
Cover Image
Financial innovation in Taiwan : the engineering of treasury bond margin contracts
Chow, Edward H.; Liu, Pu - In: Advances in Pacific Basin financial markets 5 (1999), pp. 25-43
Persistent link: https://www.econbiz.de/10001493493
Cover Image
Stock price elasticity of option premium
Liu, Pu - In: Advances in investment analysis and portfolio … 1 (1991), pp. 83-90
Persistent link: https://www.econbiz.de/10001134294
Cover Image
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr; Lyuu, Yuh-dauh - In: The journal of derivatives : the official publication … 17 (2009/10) 4, pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Cover Image
A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
Dai, Tian-shyr; Wang, Chuan-ju; Lyuu, Yuh-dauh - In: The journal of futures markets 33 (2013) 9, pp. 795-826
Persistent link: https://www.econbiz.de/10009779071