Cojump risks and their impacts on option pricing
Lian, Yu-Min, Chen, Jun-Home, Liao, Szu-Lang
Published in The Quarterly review of economics and finance (01.02.2021)
Published in The Quarterly review of economics and finance (01.02.2021)
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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