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
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
Portfolio selection in a multi-asset, incomplete-market economy
Lian, Yu-Min, Chen, Jun-Home
Published in The Quarterly review of economics and finance (01.02.2019)
Published in The Quarterly review of economics and finance (01.02.2019)
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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
Diphtheria Toxin/Human B-Cell Activating Factor Fusion Protein Kills Human Acute Lymphoblastic Leukemia BALL-1 Cells: An Experimental Study
Gao, Xin-pu, Liu, Zheng-min, Jiao, Yu-lian, Cui, Bin, Zhu, Yue-ting, Zhang, Jie, Wang, Lai-cheng, Zhao, Yue-ran
Published in Chinese journal of cancer research (01.03.2012)
Published in Chinese journal of cancer research (01.03.2012)
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Journal Article
Optimal Waist Circumference Cut-off values for Identifying Metabolic Risk Factors in Middle-aged and Elderly Subjects in Shandong Province of China
HOU, Xin Guo, WANG, Chuan, MA, Ze Qiang, YANG, Wei Fang, WANG, Ji Xiang, LI, Cheng Qiao, WANG, Yu Lian, LIU, Shu Min, Hu, Xiu Ping, ZHANG, Xiu Ping, JIANG, Mei, WANG, Wei Qing, NING, Guang, ZHENG, Hui Zhen, MA, Ai Xia, SUN, Yu, SONG, Jun, LIN, Peng, LIANG, Kai, LIU, Fu Qiang, LI, Wen Juan, XIAO, Juan, GONG, Lei, WANG, Mei Jian, LIU, Ji Dong, YAN, Fei, YANG, Jun Peng, WANG, Ling Shu, TIAN, Meng, ZHAO, Ru Xing, JIANG, Ling, CHEN, Li
Published in Biomedical and environmental sciences (01.05.2014)
Published in Biomedical and environmental sciences (01.05.2014)
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