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Showing results 21 to 40 of 60
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Title
Author(s)
Issue Date
Views
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceeding/Conference:
HKU-HKUST-Stanford Conference in Quantitative Finance
Zhang, J
Chang, EC
Shi, L
2011
124
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceeding/Conference:
China International Conference in Finance
Shi, L
Chang, E
Zhang, J
2009
111
Is warrant really a derivative? Evidence from the Chinese warrant market
Journal:
Journal of Financial Markets
Chang, EC
Luo, X
Shi, L
Zhang, JE
2013
101
A lattice algorithm for pricing moving average barrier options
Journal:
Journal of Economic Dynamics and Control
Dai, M
Li, P
Zhang, JE
2010
139
Lie symmetry analysis and some new exact solutions of the Wu-Zhang equation
Journal:
Journal of Mathematical Physics
Ji, X
Chen, C
Zhang, JE
Li, Y
2004
54
The mechanism of callable bull/bear contracts
Proceeding/Conference:
Asian Finance Association (AsianFA) 2011 International Conference
Liu, X
Zhang, J
2011
169
The multiple-soliton solution of the Camassa-Holm equation
Journal:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Li, Y
Zhang, JE
2004
46
New analytical option pricing models with Weyl-Titchmarsh theory
Journal:
Quantitative Finance
Zhang, JE
Li, Y
2012
154
The new market for volatility trading
Journal:
Journal of Futures Markets
Zhang, JE
Shu, J
Brenner, M
2010
180
A new well-posed algorithm to recover implied local volatility
Journal:
Quantitative Finance
Jiang, L
Chen, Q
Wang, L
Zhang, JE
2003
44
Oblique long waves on beach and induced longshore current
Journal:
Journal of Engineering Mechanics
Zhang, JE
Wu, TY
1999
On head-on collisions between two solitary waves of Nwogu's Boussinesq model
Journal:
Journal of the Physical Society of Japan
Chen, C
Huang, S
Zhang, JE
2008
79
Optimal bidding and contracting strategies for capital-intensive goods
Journal:
European Journal of Operational Research
Wu, DJ
Kleindorfer, PR
Zhang, JE
2002
Option pricing with Weyl-Titchmarsh theory
Journal:
Quantitative Finance
Li, Y
Zhang, JE
2004
180
Options on the minimum or the maximum of two average prices
Journal:
Review of Derivatives Research
Wu, X
Zhang, JE
1999
57
Pricing and hedging american options analytically: A perturbation method
Journal:
Mathematical Finance
Zhang, JE
Li, T
2010
155
Pricing continuously sampled Asian options with perturbation method
Journal:
Journal of Futures Markets
Zhang, JE
2003
Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method
Journal:
Journal of Derivatives Accounting
Shu, J
Zhang, JE
2004
The relation among SPX options, variance futures and VIX futures
Proceeding/Conference:
Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011
Huang, Y
Zhang, J
2011
The relation among SPX options, variance futures and VIX futures
Proceeding/Conference:
Annual Meeting of the Financial Management Association International, FMA 2011
Huang, Y
Zhang, J
2011
