Browsing by Author rp01125

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 中
Showing results 20 to 39 of 60 < previous   next >
TitleAuthor(s)Issue DateViews
 
The implied volatility smirk
Journal:Quantitative Finance
Zhang, JEXiang, Y
2008
195
 
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance
Zhang, JChang, ECShi, L
2011
116
 
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceeding/Conference:China International Conference in Finance
Shi, LChang, EZhang, J
2009
107
 
Is warrant really a derivative? Evidence from the Chinese warrant market
Journal:Journal of Financial Markets
Chang, ECLuo, XShi, LZhang, JE
2013
87
 
A lattice algorithm for pricing moving average barrier options
Journal:Journal of Economic Dynamics and Control
Dai, MLi, PZhang, JE
2010
123
 
Lie symmetry analysis and some new exact solutions of the Wu-Zhang equation
Journal:Journal of Mathematical Physics
Ji, XChen, CZhang, JELi, Y
2004
46
 
The mechanism of callable bull/bear contracts
Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference
Liu, XZhang, J
2011
153
 
The multiple-soliton solution of the Camassa-Holm equation
Journal:Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Li, YZhang, JE
2004
39
 
New analytical option pricing models with Weyl-Titchmarsh theory
Journal:Quantitative Finance
Zhang, JELi, Y
2012
142
 
The new market for volatility trading
Journal:Journal of Futures Markets
Zhang, JEShu, JBrenner, M
2010
163
 
A new well-posed algorithm to recover implied local volatility
Journal:Quantitative Finance
Jiang, LChen, QWang, LZhang, JE
2003
41
 
Oblique long waves on beach and induced longshore current
Journal:Journal of Engineering Mechanics
Zhang, JEWu, TY
1999
50
 
On head-on collisions between two solitary waves of Nwogu's Boussinesq model
Journal:Journal of the Physical Society of Japan
Chen, CHuang, SZhang, JE
2008
67
 
Optimal bidding and contracting strategies for capital-intensive goods
Journal:European Journal of Operational Research
Wu, DJKleindorfer, PRZhang, JE
2002
34
 
Option pricing with Weyl-Titchmarsh theory
Journal:Quantitative Finance
Li, YZhang, JE
2004
162
 
Options on the minimum or the maximum of two average prices
Journal:Review of Derivatives Research
Wu, XZhang, JE
1999
51
 
Pricing and hedging american options analytically: A perturbation method
Journal:Mathematical Finance
Zhang, JELi, T
2010
135
 
Pricing continuously sampled Asian options with perturbation method
Journal:Journal of Futures Markets
Zhang, JE
2003
35
 
Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method
Journal:Journal of Derivatives Accounting
Shu, JZhang, JE
2004
172
 
The relation among SPX options, variance futures and VIX futures
Proceeding/Conference:Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011
Huang, YZhang, J
2011
90
Showing results 20 to 39 of 60 < previous   next >