Browsing by Author rp01125

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TitleAuthor(s)Issue DateViews
 
Analytical pricing of American options
Journal:Review of Derivatives Research
2012
81
 
2003
40
 
Bidirectional solitons on water
Journal:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2003
34
 
Causality in the VIX futures market
Journal:Journal of Futures Markets
2012
127
 
Coastal hydrodynamics of ocean waves on beach
Journal:Advances in Applied Mechanics
2001
44
 
Critical ratio between the amplitudes of two overtaking solitary water waves
Journal:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2007
41
 
Darboux transformations of classical Boussinesq system and its multi-soliton solutions
Journal:Physics Letters, Section A: General, Atomic and Solid State Physics
2001
61
 
Darboux transformations of classical Boussinesq system and its new solutions
Journal:Physics Letters, Section A: General, Atomic and Solid State Physics
2000
48
 
The dynamics of long forward rate term structures
Journal:Journal of Futures Markets
2010
50
 
2008
41
 
2012
224
 
Expected stock return and conditional skewness
Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference
2011
67
 
Expected stock return and conditional skewness
Proceeding/Conference:China International Conference in Finance, CICF 2011
2011
83
 
2012
108
GARCH option pricing models, the CBOE VIX and variance risk premium
Proceeding/Conference:Chian Financial Research Network
2010
351
 
Hedging volatility risk
Journal:Journal of Banking and Finance
2006
93
 
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance
2011
89
 
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
Proceeding/Conference:China International Conference in Finance
2009
46
 
A lattice algorithm for pricing moving average barrier options
Journal:Journal of Economic Dynamics and Control
2010
105
 
2004
56