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Derivat
Option pricing theory
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Lian, Yu-Min
4
Chen, Jun-Home
3
Liao, Szu-Lang
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Cheng, Chi-Hung
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The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
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Journal of mathematical finance
1
The journal of futures markets
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ECONIS (ZBW)
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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
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:
3
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:
4
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
5
Economic determinants of default risks and their impacts on credit derivative pricing
Liao, Szu-Lang
;
Chang, Jui-jane
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1058-1081
Persistent link: https://www.econbiz.de/10008900939
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