Results 1 to 20 of 64
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TypeTitleAuthor(s)YearViews
Is warrant really a derivative? Evidence from the Chinese warrant market
Journal:
Journal of Financial Markets
Publisher:
Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/finmar
Chang, EC; Luo, X; Shi, L; Zhang, JE2013137
 
New analytical option pricing models with Weyl-Titchmarsh theory
Journal:
Quantitative Finance
Publisher:
Routledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp
Zhang, JE; Li, Y2012118
 
The term structure of VIX
Proceedings/Conference:
Annual Asia-Pacific Futures Research Symposium
Luo, X; Zhang, J201293
 
Equilibrium asset and option pricing under jump diffusion
Journal:
Mathematical Finance
Publisher:
Wiley-Blackwell Publishing, Inc.. The Journal's web site is located at http://www.wiley.com/bw/journal.asp?ref=0960-1627
Zhang, JE; Zhao, H; Chang, EC2012222
 
Forecasting the term structure of Chinese Treasury yields
Journal:
Pacific Basin Finance Journal
Publisher:
Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/pacfin
Luo, X; Han, H; Zhang, JE2012120
 
Causality in the VIX futures market
Journal:
Journal of Futures Markets
Publisher:
John Wiley & Sons, Inc. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0270-7314/
Shu, J; Zhang, JE2012134
 
A remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives'
Journal:
Journal of Economic Dynamics and Control
Publisher:
Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jedc
Cheng, J; Ibraimi, M; Leippold, M; Zhang, JE2012130
 
Analytical pricing of American options
Journal:
Review of Derivatives Research
Publisher:
Springer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1380-6645
Cheng, J; Zhang, JE201296
 
The Term Structure of VIX
Journal:
Journal of Futures Markets
Publisher:
John Wiley & Sons, Inc. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0270-7314/
Luo, X; Zhang, JE2012139
 
The term structure of Chinese Treasury yields: dynamic models and their forecasting ability
Proceedings/Conference:
Annual Meeting of the Financial Management Association International, FMA 2011
Luo, X; Han, H; Zhang, J2011102
 
The relation among SPX options, variance futures and VIX futures
Proceedings/Conference:
Annual Meeting of the Financial Management Association International, FMA 2011
Huang, Y; Zhang, J2011112
 
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceedings/Conference:
HKU-HKUST-Stanford Conference in Quantitative Finance
Zhang, J; Chang, EC; Shi, L2011115
 
The relation among SPX options, variance futures and VIX futures
Proceedings/Conference:
Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011
Huang, Y; Zhang, J201198
 
Expected stock return and conditional skewness
Proceedings/Conference:
Asian Finance Association (AsianFA) 2011 International Conference
Chang, EC; Zhang, J; Zhao, H2011102
 
The term structure of VIX
Proceedings/Conference:
Asian Finance Association (AsianFA) 2011 International Conference
Luo, X; Zhang, J201191
 
The mechanism of callable bull/bear contracts
Proceedings/Conference:
Asian Finance Association (AsianFA) 2011 International Conference
Liu, X; Zhang, J2011115
 
Expected stock returns and the conditional skewness
Proceedings/Conference:
2011 China International Conference in Finance
Chang, EC; Zhang, J; Zhao, H201198
 
The effects of taxation of labor income on strategic asset allocation
Publisher:
The University of Hong Kong (Pokfulam, Hong Kong)
Xing, Chong.; 邢冲.2011252
 
Expected stock return and conditional skewness
Proceedings/Conference:
China International Conference in Finance, CICF 2011
Chang, EC; Zhang, J; Zhao, H2011108
 
The dynamics of long forward rate term structures
Journal:
Journal of Futures Markets
Publisher:
John Wiley & Sons, Inc. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0270-7314/
Luo, X; Zhang, JE2010135
 
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