Browsing by Author rp01125

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TitleAuthor(s)Issue DateViews
 
Analytical pricing of American options
Journal:Review of Derivatives Research
2012
47
 
2003
26
 
Bidirectional solitons on water
Journal:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2003
23
 
Causality in the VIX futures market
Journal:Journal of Futures Markets
2012
88
 
The CBOE S&P 500 Three-month variance futures
Journal:Journal of Futures Markets
2010
66
 
Coastal hydrodynamics of ocean waves on beach
Journal:Advances in Applied Mechanics
2001
30
 
Critical ratio between the amplitudes of two overtaking solitary water waves
Journal:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2007
24
 
Darboux transformations of classical Boussinesq system and its multi-soliton solutions
Journal:Physics Letters, Section A: General, Atomic and Solid State Physics
2001
24
 
Darboux transformations of classical Boussinesq system and its new solutions
Journal:Physics Letters, Section A: General, Atomic and Solid State Physics
2000
23
 
The dynamics of long forward rate term structures
Journal:Journal of Futures Markets
2010
33
 
2008
18
 
Equilibrium asset and option pricing under jump diffusion
Proceeding/Conference:HKU-Stanford Conference in Quantitative Finance 2010
2010
58
 
2012
147
 
Expected stock return and conditional skewness
Proceeding/Conference:China International Conference in Finance, CICF 2011
2011
64
 
Expected stock return and conditional skewness
Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference
2011
55
 
Expected stock returns and the conditional skewness
Proceeding/Conference:2011 China International Conference in Finance
2011
50
 
2012
58
GARCH option pricing models, the CBOE VIX and variance risk premium
Proceeding/Conference:Chian Financial Research Network
2010
179
 
Hedging volatility risk
Journal:Journal of Banking and Finance
2006
77
 
The implied volatility smirk
Journal:Quantitative Finance
2008
125