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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
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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
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Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
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Adaptive placement method on pricing arithmetic average options
Dai, Tian-shyr; Wang, Jr-yan; Wei, Hui-shan - In: Review of derivatives research 11 (2008) 1/2, pp. 83-118
Persistent link: https://www.econbiz.de/10003829559
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Efficient, exact algorithms for Asian options with multiresolution lattices
Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Review of derivatives research 5 (2002) 2, pp. 181-203
Persistent link: https://www.econbiz.de/10001722147
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Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih; Chiu, Chun-Yuan; Wang, Chuan-Ju; Dai, … - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
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Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei; Chang, Hao-Han - In: The journal of futures markets 42 (2022) 8, pp. 1597-1638
Persistent link: https://www.econbiz.de/10013288012