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~isPartOf:"International journal of financial engineering"
~person:"Carr, Peter"
~person:"Cui, Zhenyu"
~person:"Jeon, Doh-Shin"
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Option pricing theory
3
Optionspreistheorie
3
Volatility
3
Volatilität
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Carr, Peter
Cui, Zhenyu
Jeon, Doh-Shin
Giribone, Pier Giuseppe
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International journal of financial engineering
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Finance and stochastics
6
IDEI working papers
6
The journal of derivatives : JOD
6
European journal of operational research : EJOR
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Finance
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International journal of theoretical and applied finance
5
Stevens Institute of Technology School of Business Research Paper
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The Rand journal of economics
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The journal of computational finance
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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NET Institute Working Paper
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The journal of finance : the journal of the American Finance Association
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European finance review : the official journal of the European Finance Association
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Quantitative finance
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Review of Derivatives Research
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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The journal of futures markets
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The review of financial studies
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UFAE and IAE Working Papers
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ECONIS (ZBW)
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1
Options valuation and calibration for leveraged exchange-traded funds with Heston-Nandi and inverse Gaussian GARCH models
Cao, Hongkai
;
Chatterjee, Rupak
;
Cui, Zhenyu
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012314515
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2
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
3
An exact and explicit implied volatility inversion formula
Xia, Yuxuan
;
Cui, Zhenyu
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
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