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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
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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
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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
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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
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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