Showing results 31 to 50 of 60
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Oblique long waves on beach and induced longshore current Journal:Journal of Engineering Mechanics | 1999 | |||
On head-on collisions between two solitary waves of Nwogu's Boussinesq model Journal:Journal of the Physical Society of Japan | 2008 | 79 | ||
Optimal bidding and contracting strategies for capital-intensive goods Journal:European Journal of Operational Research | 2002 | |||
Option pricing with Weyl-Titchmarsh theory Journal:Quantitative Finance | 2004 | 180 | ||
Options on the minimum or the maximum of two average prices Journal:Review of Derivatives Research | 1999 | 57 | ||
Pricing and hedging american options analytically: A perturbation method Journal:Mathematical Finance | 2010 | 155 | ||
Pricing continuously sampled Asian options with perturbation method Journal:Journal of Futures Markets | 2003 | |||
Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method Journal:Journal of Derivatives Accounting | 2004 | |||
The relation among SPX options, variance futures and VIX futures Proceeding/Conference:Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011 | 2011 | |||
The relation among SPX options, variance futures and VIX futures Proceeding/Conference:Annual Meeting of the Financial Management Association International, FMA 2011 | 2011 | |||
The relation between physical and risk-neutral cumulant Proceeding/Conference:China International Conference in Finance | 2010 | 85 | ||
The relation between physical and risk-neutral cumulants Proceeding/Conference:Annual Meeting of the Financial Management Association | 2009 | 104 | ||
The relation between SPX options and the CBOE-listed volatility derivatives Proceeding/Conference:Annual Meeting of the Financial Management Association | 2010 | 106 | ||
A remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives' Journal:Journal of Economic Dynamics and Control | 2012 | 128 | ||
Study on an extended Boussinesq equation Journal:Chinese Physics | 2007 | 37 | ||
The term structure of Chinese Treasury yields: dynamic models and their forecasting ability Proceeding/Conference:Annual Meeting of the Financial Management Association International, FMA 2011 | 2011 | |||
The Term Structure of VIX Proceeding/Conference:2010 FMA European Conference | 2010 | 131 | ||
The term structure of VIX Proceeding/Conference:Financial Management Association (FMA) Asian Conference 2010 | 2009 | 91 | ||
The Term Structure of VIX Journal:Journal of Futures Markets | 2012 | |||
The term structure of VIX Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference | 2011 |