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| Title | Author(s) | Issue Date | |
|---|---|---|---|
The Dynamics of Interest Rate Term Structure Proceeding/Conference:Quantitative Methods in Finance Conference | 2008 | ||
Options on the minimum or the maximum of two average prices Journal:Review of Derivatives Research | 1999 | ||
The Market for Volatility Trading: Variance Futures Proceeding/Conference:Financial Management Association (FMA) Annual Meeting | 2008 | ||
The Chinese Warrant Market Proceeding/Conference:China International Conference in Finance (CICF2008) | 2008 | ||
Testing range estimators of historical volatility Journal:Journal of Futures Markets | 2006 | ||
The implied volatility smirk Journal:Quantitative Finance | 2008 | ||
The CBOE S&P 500 Three-month variance futures Journal:Journal of Futures Markets | 2010 | ||
Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method Journal:Journal of Derivatives Accounting | 2004 | ||
Variance term structure and VIX futures pricing Journal:International Journal of Theoretical and Applied Finance | 2007 | ||
Pricing and hedging american options analytically: A perturbation method Journal:Mathematical Finance | 2010 | ||
Option pricing with Weyl-Titchmarsh theory Journal:Quantitative Finance | 2004 | ||
A lattice algorithm for pricing moving average barrier options Journal:Journal of Economic Dynamics and Control | 2010 | ||
Hedging volatility risk Journal:Journal of Banking and Finance | 2006 | ||
VIX futures Journal:Journal of Futures Markets | 2006 | ||
The relation between physical and risk-neutral cumulants Proceeding/Conference:Annual Meeting of the Financial Management Association | 2009 | ||
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:China International Conference in Finance | 2009 | ||
GARCH option pricing models, the CBOE VIX and variance risk premium Proceeding/Conference:Chian Financial Research Network | 2010 | ||
The Term Structure of VIX Proceeding/Conference:2010 FMA European Conference | 2010 | ||
The Term Structure of VIX Proceeding/Conference:International Risk Management Conference | 2010 | ||
The relation between physical and risk-neutral cumulant Proceeding/Conference:China International Conference in Finance | 2010 | ||
Expected stock returns and the conditional skewness Proceeding/Conference:2011 China International Conference in Finance | 2011 | ||
Critical ratio between the amplitudes of two overtaking solitary water waves Journal:Physical Review E (Statistical, Nonlinear, and Soft Matter Physics) | 2007 | ||
Is warrant really a derivative? Evidence from the Chinese warrant market Journal:Journal of Financial Markets | 2013 | ||
Study on an extended Boussinesq equation Journal:Chinese Physics | 2007 | ||
On head-on collisions between two solitary waves of Nwogu's Boussinesq model Journal:Journal of the Physical Society of Japan | 2008 |