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Showing results 26 to 45 of 60
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Title
Author(s)
Issue Date
The mechanism of callable bull/bear contracts
Proceeding/Conference:
Asian Finance Association (AsianFA) 2011 International Conference
Liu, X
Zhang, J
2011
The multiple-soliton solution of the Camassa-Holm equation
Journal:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Li, Y
Zhang, JE
2004
New analytical option pricing models with Weyl-Titchmarsh theory
Journal:
Quantitative Finance
Zhang, JE
Li, Y
2012
The new market for volatility trading
Journal:
Journal of Futures Markets
Zhang, JE
Shu, J
Brenner, M
2010
A new well-posed algorithm to recover implied local volatility
Journal:
Quantitative Finance
Jiang, L
Chen, Q
Wang, L
Zhang, JE
2003
Oblique long waves on beach and induced longshore current
Journal:
Journal of Engineering Mechanics
Zhang, JE
Wu, TY
1999
On head-on collisions between two solitary waves of Nwogu's Boussinesq model
Journal:
Journal of the Physical Society of Japan
Chen, C
Huang, S
Zhang, JE
2008
Optimal bidding and contracting strategies for capital-intensive goods
Journal:
European Journal of Operational Research
Wu, DJ
Kleindorfer, PR
Zhang, JE
2002
Option pricing with Weyl-Titchmarsh theory
Journal:
Quantitative Finance
Li, Y
Zhang, JE
2004
Options on the minimum or the maximum of two average prices
Journal:
Review of Derivatives Research
Wu, X
Zhang, JE
1999
Pricing and hedging american options analytically: A perturbation method
Journal:
Mathematical Finance
Zhang, JE
Li, T
2010
Pricing continuously sampled Asian options with perturbation method
Journal:
Journal of Futures Markets
Zhang, JE
2003
Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method
Journal:
Journal of Derivatives Accounting
Shu, J
Zhang, JE
2004
The relation among SPX options, variance futures and VIX futures
Proceeding/Conference:
Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011
Huang, Y
Zhang, J
2011
The relation among SPX options, variance futures and VIX futures
Proceeding/Conference:
Annual Meeting of the Financial Management Association International, FMA 2011
Huang, Y
Zhang, J
2011
The relation between physical and risk-neutral cumulant
Proceeding/Conference:
China International Conference in Finance
Zhao, H
Chang, EC
Zhang, EJ
2010
The relation between physical and risk-neutral cumulants
Proceeding/Conference:
Annual Meeting of the Financial Management Association
Chang, EC
Zhang, EJ
Zhao, H
2009
The relation between SPX options and the CBOE-listed volatility derivatives
Proceeding/Conference:
Annual Meeting of the Financial Management Association
Brenner, M
Luo, X
Zhang, J
2010
A remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives'
Journal:
Journal of Economic Dynamics and Control
Cheng, J
Ibraimi, M
Leippold, M
Zhang, JE
2012
Study on an extended Boussinesq equation
Journal:
Chinese Physics
Chen, CL
Zhang, JE
Li, YS
2007