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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~isPartOf:"The journal of futures markets"
~person:"Zhang, Jin E."
~subject:"Coronavirus"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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10
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10
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Zhang, Jin E.
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2
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2
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MPRA Paper
International journal of forecasting
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
The journal of futures markets
Applied economics
2
Journal of economic dynamics & control
2
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Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
4
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
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