Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min, Chen, Jun-Home, Liao, Szu-Lang
Published in International review of economics & finance (01.06.2024)
Published in International review of economics & finance (01.06.2024)
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Journal Article
Joint dynamic modeling and option pricing in incomplete derivative-security market
Lian, Yu-Min, Chen, Jun-Home
Published in The North American journal of economics and finance (01.01.2020)
Published in The North American journal of economics and finance (01.01.2020)
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Journal Article
The Impact of Market Factors and News Sentiments on Silver Futures ETFs
Yu-Min, Lian, Jian-Chi, Yang, Ko-Liang, Kuo
Published in Journal of applied finance and banking (01.03.2022)
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Published in Journal of applied finance and banking (01.03.2022)
Journal Article
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min, Liao, Szu-Lang, Chen, Jun-Home
Published in The North American journal of economics and finance (01.07.2015)
Published in The North American journal of economics and finance (01.07.2015)
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Journal Article
Machine Learning and Time Series Models for VNQ Market Predictions
Lian, Yu-Min, Li, Chia-Hsuan, Wei, Yi-Hsuan
Published in Journal of applied finance and banking (01.09.2021)
Published in Journal of applied finance and banking (01.09.2021)
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Journal Article