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A copulas-based approach to mo...
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ECONIS (ZBW)
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1
A copula-based approach for generating lattices
Wang, Tianyang
;
Dyer, James S.
;
Hahn, Warren J.
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 263-289
Persistent link: https://www.econbiz.de/10011477303
Saved in:
2
Sensitivity analysis of decision making under dependent uncertainties using copulas
Wang, Tianyang
;
Dyer, James S.
;
Hahn, Warren J.
- In:
EURO Journal on decision processes
5
(
2017
)
1/4
,
pp. 117-139
Persistent link: https://www.econbiz.de/10011777820
Saved in:
3
Valuing multifactor real options using an implied binomial tree
Wang, Tianyang
;
Dyer, James S.
- In:
Decision analysis : a journal of the Institute for …
7
(
2010
)
2
,
pp. 185-195
Persistent link: https://www.econbiz.de/10003980628
Saved in:
4
Life insurer cost of equity with asymmetric risk factors
Bajtelsmit, Vickie
;
Villupuram, Sriram V.
;
Wang, Tianyang
- In:
The financial review : the official publication of the …
50
(
2015
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10011338149
Saved in:
5
The response of bond prices to insurer ratings changes
Miao, Hong
;
Ramchander, Sanjay
;
Wang, Tianyang
- In:
The Geneva papers on risk and insurance - issues and …
39
(
2014
)
2
,
pp. 389-413
Persistent link: https://www.econbiz.de/10010354082
Saved in:
6
An examination of the flow characteristics of crude oil : evidence from risk-neutral moments
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Energy economics
54
(
2016
),
pp. 213-223
Persistent link: https://www.econbiz.de/10011662818
Saved in:
7
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
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8
Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong
;
Ramchander, Sanjay
;
Ryan, Patricia
;
Wang, …
- In:
Journal of empirical finance
46
(
2018
),
pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
Saved in:
9
Influential factors in crude oil price forecasting
Miao, Hong
;
Ramchander, Sanjay
;
Wang, Tianyang
;
Yang, …
- In:
Energy economics
68
(
2017
),
pp. 77-88
Persistent link: https://www.econbiz.de/10011905007
Saved in:
10
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
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