Browsing by Author rp01125

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 20 of 60  next >
TitleAuthor(s)Issue DateViews
 
Analytical pricing of American options
Journal:Review of Derivatives Research
2012
74
 
2003
39
 
Bidirectional solitons on water
Journal:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2003
33
 
Causality in the VIX futures market
Journal:Journal of Futures Markets
2012
117
 
The CBOE S&P 500 Three-month variance futures
Journal:Journal of Futures Markets
2010
68
 
Coastal hydrodynamics of ocean waves on beach
Journal:Advances in Applied Mechanics
2001
42
 
Critical ratio between the amplitudes of two overtaking solitary water waves
Journal:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
2007
39
 
Darboux transformations of classical Boussinesq system and its multi-soliton solutions
Journal:Physics Letters, Section A: General, Atomic and Solid State Physics
2001
58
 
Darboux transformations of classical Boussinesq system and its new solutions
Journal:Physics Letters, Section A: General, Atomic and Solid State Physics
2000
46
 
The dynamics of long forward rate term structures
Journal:Journal of Futures Markets
2010
45
 
2008
38
 
2012
210
 
Equilibrium asset and option pricing under jump diffusion
Proceeding/Conference:HKU-Stanford Conference in Quantitative Finance 2010
2010
54
 
Expected stock return and conditional skewness
Proceeding/Conference:China International Conference in Finance, CICF 2011
2011
78
 
Expected stock return and conditional skewness
Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference
2011
65
 
Expected stock returns and the conditional skewness
Proceeding/Conference:2011 China International Conference in Finance
2011
63
 
2012
100
GARCH option pricing models, the CBOE VIX and variance risk premium
Proceeding/Conference:Chian Financial Research Network
2010
257
 
Hedging volatility risk
Journal:Journal of Banking and Finance
2006
85
 
The implied volatility smirk
Journal:Quantitative Finance
2008
119