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~subject:"Optionspreistheorie"
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Optionspreistheorie
Mortality
47
Sterblichkeit
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longevity risk
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Chan, Wai-Sum
2
Li, Johnny Siu-Hang
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Cheuk-yin Ng, Andrew
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Gracianti, Giovani
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Li, Johnny Siu-hang
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Liu, Yanxin
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Ng, Andrew C. Y.
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Ng, Andrew C.Y.
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Ng, Andrew Cheuk-Yin
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The North American journal of economics and finance : a journal of financial economics studies
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
International review of economics & finance : IREF
1
North American actuarial journal
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ECONIS (ZBW)
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An assessment of model risk in pricing wind derivatives
Gracianti, Giovani
;
Rui, Zhou
;
Li, Johnny Siu-Hang
;
Wu, …
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 479-502
Persistent link: https://www.econbiz.de/10014436785
Saved in:
2
Pricing options on stocks denominated in different currencies : theory and illustrations
Ng, Andrew C. Y.
;
Li, Johnny Siu-hang
;
Chan, Wai-Sum
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 339-354
Persistent link: https://www.econbiz.de/10010365762
Saved in:
3
Managing financial risk in Chinese stock markets : option pricing and modeling under a multivariate threshold autoregression
Li, Johnny Siu-Hang
;
Ng, Andrew C.Y.
;
Chan, Wai-Sum
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011573584
Saved in:
4
Pricing and hedging variable annuity guarantees with multiasset stochastic investment models
Cheuk-yin Ng, Andrew
;
Siu-hang Li, Johnny
- In:
North American actuarial journal
17
(
2013
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10010259822
Saved in:
5
Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin
;
Siu-Hang Li, Johnny
;
Ng, Andrew Cheuk-Yin
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
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