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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Analytical pricing of American options Journal:Review of Derivatives Research | 2012 | 183 | ||
Bidirectional soliton solutions of the classical Boussinesq system and AKNS system Journal:Chaos, Solitons and Fractals | 2003 | 50 | ||
Bidirectional solitons on water Journal:Physical Review E (Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics) | 2003 | 75 | ||
Causality in the VIX futures market Journal:Journal of Futures Markets | 2012 | |||
The CBOE S&P 500 Three-month variance futures Journal:Journal of Futures Markets | 2010 | 197 | ||
Coastal hydrodynamics of ocean waves on beach Journal:Advances in Applied Mechanics | 2001 | 65 | ||
Critical ratio between the amplitudes of two overtaking solitary water waves Journal:Physical Review E (Statistical, Nonlinear, and Soft Matter Physics) | 2007 | |||
Darboux transformations of classical Boussinesq system and its multi-soliton solutions Journal:Physics Letters, Section A: General, Atomic and Solid State Physics | 2001 | 73 | ||
Darboux transformations of classical Boussinesq system and its new solutions Journal:Physics Letters, Section A: General, Atomic and Solid State Physics | 2000 | 51 | ||
The dynamics of long forward rate term structures Journal:Journal of Futures Markets | 2010 | |||
The effects of depth parameter on solitons of Zhang's integrable boussinesq model Journal:Journal of the Physical Society of Japan | 2008 | 55 | ||
Equilibrium asset and option pricing under jump diffusion Journal:Mathematical Finance | 2012 | 199 | ||
Equilibrium asset and option pricing under jump diffusion Proceeding/Conference:HKU-Stanford Conference in Quantitative Finance 2010 | 2010 | 124 | ||
Expected stock return and conditional skewness Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference | 2011 | 80 | ||
Expected stock return and conditional skewness Proceeding/Conference:China International Conference in Finance, CICF 2011 | 2011 | 108 | ||
Expected stock returns and the conditional skewness Proceeding/Conference:2011 China International Conference in Finance | 2011 | |||
Forecasting the term structure of Chinese Treasury yields Journal:Pacific Basin Finance Journal | 2012 | |||
GARCH option pricing models, the CBOE VIX and variance risk premium Proceeding/Conference:Chian Financial Research Network | 2010 | 368 | ||
Hedging volatility risk Journal:Journal of Banking and Finance | 2006 | 153 | ||
The implied volatility smirk Journal:Quantitative Finance | 2008 |