Results 1 to 20 of 64
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TypeTitleAuthor(s)YearViews
Is warrant really a derivative? Evidence from the Chinese warrant marketChang, EC; Luo, X; Shi, L; Zhang, JE2013101
 
New analytical option pricing models with Weyl-Titchmarsh theoryZhang, JE; Li, Y201289
 
The term structure of VIXLuo, X; Zhang, J201274
 
Equilibrium asset and option pricing under jump diffusionZhang, JE; Zhao, H; Chang, EC2012167
 
Forecasting the term structure of Chinese Treasury yieldsLuo, X; Han, H; Zhang, JE201296
 
Causality in the VIX futures marketShu, J; Zhang, JE2012106
 
A remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives'Cheng, J; Ibraimi, M; Leippold, M; Zhang, JE2012101
 
Analytical pricing of American optionsCheng, J; Zhang, JE201274
 
The Term Structure of VIXLuo, X; Zhang, JE201295
 
The term structure of Chinese Treasury yields: dynamic models and their forecasting abilityLuo, X; Han, H; Zhang, J201176
 
The relation among SPX options, variance futures and VIX futuresHuang, Y; Zhang, J201186
 
Is Warrant Really a Derivative? Evidence from the Chinese Warrant MarketZhang, J; Chang, EC; Shi, L201195
 
The relation among SPX options, variance futures and VIX futuresHuang, Y; Zhang, J201178
 
Expected stock return and conditional skewnessChang, EC; Zhang, J; Zhao, H201181
 
The term structure of VIXLuo, X; Zhang, J201178
 
The mechanism of callable bull/bear contractsLiu, X; Zhang, J201180
 
Expected stock returns and the conditional skewnessChang, EC; Zhang, J; Zhao, H201179
 
Expected stock return and conditional skewnessChang, EC; Zhang, J; Zhao, H201184
 
The effects of taxation of labor income on strategic asset allocationXing, Chong.; 邢冲.2011206
 
The dynamics of long forward rate term structuresLuo, X; Zhang, JE2010112
 
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