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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market Proceeding/Conference:HKU-HKUST-Stanford Conference in Quantitative Finance | 2011 | 116 | ||
Darboux transformations of classical Boussinesq system and its new solutions Journal:Physics Letters, Section A: General, Atomic and Solid State Physics | 2000 | 42 | ||
The CBOE S&P 500 Three-month variance futures Journal:Journal of Futures Markets | 2010 | 185 | ||
The relation between SPX options and the CBOE-listed volatility derivatives Proceeding/Conference:Annual Meeting of the Financial Management Association | 2010 | 93 | ||
Information acquisition in a war of attrition Proceeding/Conference:2011 North America Summer Meetings of the Econometric Society | 2011 | 125 | ||
The Market for Volatility Trading: Variance Futures Proceeding/Conference:Financial Management Association (FMA) Annual Meeting | 2008 | 76 | ||
Forecasting the term structure of Chinese Treasury yields Journal:Pacific Basin Finance Journal | 2012 | 199 | ||
A remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives' Journal:Journal of Economic Dynamics and Control | 2012 | 116 | ||
Hedging volatility risk Journal:Journal of Banking and Finance | 2006 | 140 | ||
Trial incentive in sequential litigation Proceeding/Conference:American Law and Economics Association Conference 2012 | 2012 | 143 | ||
Price, Production, Storage and Futures Markets Proceeding/Conference:European Finance Association Annual Meeting | 2001 | 125 | ||
The dynamics of long forward rate term structures Journal:Journal of Futures Markets | 2010 | 118 | ||
VIX futures Journal:Journal of Futures Markets | 2006 | 127 | ||
Pricing continuously sampled Asian options with perturbation method Journal:Journal of Futures Markets | 2003 | 35 | ||
Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method Journal:Journal of Derivatives Accounting | 2004 | 172 | ||
Critical ratio between the amplitudes of two overtaking solitary water waves Journal:Physical Review E (Statistical, Nonlinear, and Soft Matter Physics) | 2007 | 68 | ||
The Term Structure of VIX Proceeding/Conference:2010 FMA European Conference | 2010 | 124 | ||
Why does New Hampshire matter - simultaneous v.s. sequential primaries Proceeding/Conference:International Conference on International Trade and Political Economy | 2011 | 96 | ||
An Affine Model of Long Maturity Forward Rates, with Predictable Risk Premium Proceeding/Conference:American Finance Association Conference | 2004 | 101 | ||
Language and coordination games Proceeding/Conference:Conference on Logic and the Foundations of Game and Decision Theory | 2010 | 115 | ||
Testing range estimators of historical volatility Journal:Journal of Futures Markets | 2006 | 229 | ||
Study on an extended Boussinesq equation Journal:Chinese Physics | 2007 | 30 | ||
The relation among SPX options, variance futures and VIX futures Proceeding/Conference:Annual Conference of Asia-Pacific Association of Derivatives, APAD 2011 | 2011 | 90 | ||
Unified intrinsic functional expansion theory for solitary waves Journal:Acta Mechanica Sinica/Lixue Xuebao | 2005 | 65 | ||
Commission sharing among agents Proceeding/Conference:Annual International Industrial Organization Conference | 2010 | 89 |