Showing results 8 to 27 of 60
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
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 | |||
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance | 2011 | 124 | ||
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:China International Conference in Finance | 2009 | 111 | ||
Is warrant really a derivative? Evidence from the Chinese warrant market Journal:Journal of Financial Markets | 2013 | 101 | ||
A lattice algorithm for pricing moving average barrier options Journal:Journal of Economic Dynamics and Control | 2010 | 139 | ||
Lie symmetry analysis and some new exact solutions of the Wu-Zhang equation Journal:Journal of Mathematical Physics | 2004 | 54 | ||
The mechanism of callable bull/bear contracts Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference | 2011 | 169 | ||
The multiple-soliton solution of the Camassa-Holm equation Journal:Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2004 | 46 |