E-LIB Suche - Ergebnisse für: Lian, Yu-Min

1

Pricing vulnerable options under cross-asset markov-modulat..:

Lian, Yu-Min ; Chen, Jun-Home
International Review of Economics & Finance. 94 (2024) - p. 103392 , 2024

2

Pricing derivatives on foreign assets using Markov-modulate..:

Lian, Yu-Min ; Chen, Jun-Home ; Liao, Szu-Lang
International Review of Economics & Finance. 93 (2024) - p. 503-519 , 2024

Link: https://doi.org/10.1016/..

3

Valuation of chooser options with state-dependent risks:

Lian, Yu-Min ; Chen, Jun-Home
Finance Research Letters. 52 (2023) - p. 103527 , 2023

Link: https://doi.org/10.1016/..

4

Pricing catastrophe equity puts with counterparty risks und..:

Chen, Jun-Home ; Lian, Yu-Min ; Liao, Szu-Lang
The North American Journal of Economics and Finance. 61 (2022) - p. 101699 , 2022

Link: https://doi.org/10.1016/..

5

Foreign exchange option pricing under regime switching with..:

Lian, Yu-Min ; Chen, Jun-Home
Finance Research Letters. 46 (2022) - p. 102294 , 2022

Link: https://doi.org/10.1016/..

6

Cojump risks and their impacts on option pricing:

Lian, Yu-Min ; Chen, Jun-Home ; Liao, Szu-Lang
The Quarterly Review of Economics and Finance. 79 (2021) - p. 399-410 , 2021

Link: https://doi.org/10.1016/..

7

Pricing virtual currency-linked derivatives with time-inhom..:

Lian, Yu-Min ; Chen, Jun-Home
International Review of Economics & Finance. 71 (2021) - p. 424-439 , 2021

Link: https://doi.org/10.1016/..

8

Joint dynamic modeling and option pricing in incomplete der..:

Lian, Yu-Min ; Chen, Jun-Home
The North American Journal of Economics and Finance. 51 (2020) - p. 100845 , 2020

Link: https://doi.org/10.1016/..

9

A Cost of Carry-Based Framework for the Bitcoin Futures Pri..:

Lian, Yu-Min ; Cheng, Chi-Hung ; Lin, Shih-Hsun.
Journal of Mathematical Finance. 9 (2019) 1 - p. 42-53 , 2019

Link: https://doi.org/10.4236/..

10

Portfolio selection in a multi-asset, incomplete-market eco..:

Lian, Yu-Min ; Chen, Jun-Home
The Quarterly Review of Economics and Finance. 71 (2019) - p. 228-238 , 2019

Link: https://doi.org/10.1016/..

11

An empirical investigation of the relationship between fina..:

Lian, Yu-Min
Financial Forum. 7 (2019) 1 - p. , 2019

Link: https://doi.org/10.18282..

12

Option pricing on foreign exchange in a Markov-modulated, i..:

Lian, Yu-Min ; Chen, Jun-Home ; Liao, Szu-Lang
Finance Research Letters. 16 (2016) - p. 208-219 , 2016

Link: https://doi.org/10.1016/..

13

State-dependent jump risks for American gold futures option..:

Lian, Yu-Min ; Liao, Szu-Lang ; Chen, Jun-Home
The North American Journal of Economics and Finance. 33 (2015) - p. 115-133 , 2015

Link: https://doi.org/10.1016/..

14

Pricing gold options under Markov-modulated jump-diffusion ..:

Lin, Shih-Kuei ; Lian, Yu-Min ; Liao, Szu-Lang
Applied Financial Economics. 24 (2014) 12 - p. 825-836 , 2014

Link: https://doi.org/10.1080/..

15

Induction immunotherapy plus chemotherapy followed by defin..:

Lian, Hui-min ; Wu, Jia-liang ; Liufu, Wei-jian...
Cancer Immunology, Immunotherapy. 73 (2024) 3 - p. , 2024

Link: https://doi.org/10.1007/..