Showing results 4 to 23 of 60
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Title | Author(s) | Issue Date | |
---|---|---|---|
Causality in the VIX futures market Journal:Journal of Futures Markets | 2012 | ||
The CBOE S&P 500 Three-month variance futures Journal:Journal of Futures Markets | 2010 | ||
Coastal hydrodynamics of ocean waves on beach Journal:Advances in Applied Mechanics | 2001 | ||
Critical ratio between the amplitudes of two overtaking solitary water waves Journal:Physical Review E (Statistical, Nonlinear, and Soft Matter Physics) | 2007 | ||
Darboux transformations of classical Boussinesq system and its multi-soliton solutions Journal:Physics Letters, Section A: General, Atomic and Solid State Physics | 2001 | ||
Darboux transformations of classical Boussinesq system and its new solutions Journal:Physics Letters, Section A: General, Atomic and Solid State Physics | 2000 | ||
The dynamics of long forward rate term structures Journal:Journal of Futures Markets | 2010 | ||
The effects of depth parameter on solitons of Zhang's integrable boussinesq model Journal:Journal of the Physical Society of Japan | 2008 | ||
Equilibrium asset and option pricing under jump diffusion Proceeding/Conference:HKU-Stanford Conference in Quantitative Finance 2010 | 2010 | ||
Equilibrium asset and option pricing under jump diffusion Journal:Mathematical Finance | 2012 | ||
Expected stock return and conditional skewness Proceeding/Conference:China International Conference in Finance, CICF 2011 | 2011 | ||
Expected stock return and conditional skewness Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference | 2011 | ||
Expected stock returns and the conditional skewness Proceeding/Conference:2011 China International Conference in Finance | 2011 | ||
Forecasting the term structure of Chinese Treasury yields Journal:Pacific Basin Finance Journal | 2012 | ||
GARCH option pricing models, the CBOE VIX and variance risk premium Proceeding/Conference:Chian Financial Research Network | 2010 | ||
Hedging volatility risk Journal:Journal of Banking and Finance | 2006 | ||
The implied volatility smirk Journal:Quantitative Finance | 2008 | ||
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:China International Conference in Finance | 2009 | ||
Is warrant really a derivative? Evidence from the Chinese warrant market Journal:Journal of Financial Markets | 2013 | ||
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance | 2011 |