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Volatilität
Option pricing theory
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Lian, Yu-Min
7
Liao, Szu-Lang
7
Chen, Jun-Home
5
Chang, Jui-jane
1
Chen, Fen-ying
1
Cheng, Chi-Hung
1
Jhong, Yu-Jhih
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Lin, Chun-Liang
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Shao Jye Wong
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Finance research letters
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1
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1
International journal of business
1
International review of economics & finance : IREF
1
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1
The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
2
The volatility structure of oil futures market returns : an empirical investigation
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
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
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
5
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
6
Dynamic linkages among alternative investments
Lian, Yu-Min
;
Jhong, Yu-Jhih
;
Cheng, Chi-Hung
- In:
The empirical economics letters : a monthly …
18
(
2019
)
12
,
pp. 1213-1219
Persistent link: https://www.econbiz.de/10012372814
Saved in:
7
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
8
Warrant introduction effects on stock return processes
Chang, Jui-jane
;
Liao, Szu-Lang
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1377-1395
Persistent link: https://www.econbiz.de/10009010939
Saved in:
9
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-240
Persistent link: https://www.econbiz.de/10003817081
Saved in:
10
Excess volatility and market efficiency in government bond markets : the ASEAN-5 context
Tang, Kin Boon
;
Shao Jye Wong
;
Lin, Shih-kuei
;
Liao, …
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 154-165
Persistent link: https://www.econbiz.de/10012292759
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1
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