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Empirical performance of alternative option pricing models with stochastic volatility and leverage effects
Jang, Woon Wook; Eom, Young Ho; Kim, Don H. - In: Asia-Pacific journal of financial studies 43 (2014) 3, pp. 432-464
Persistent link: https://www.econbiz.de/10010408040
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No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem; Eom, Young Ho - 1997
Persistent link: https://www.econbiz.de/10001442896
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Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - 1997
Persistent link: https://www.econbiz.de/10000992592
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Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi; Xu, Li - In: The quarterly journal of finance 4 (2014) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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A note on forward price and forward measure
Chen, Ren-Raw; Huang, Jing-Zhi - In: Review of quantitative finance and accounting 19 (2002) 3, pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi - In: The review of financial studies 9 (1996) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10001198902