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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~person:"Liu, Xiaoquan"
~subject:"Volatilität"
~subject:"Yield curve"
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Volatilität
Yield curve
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
1
CAPM
1
Derivat
1
Derivative
1
Index futures
1
Index-Futures
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Interest rate derivative
1
LIBOR futures options
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Option trading
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Optionsgeschäft
1
Simulation
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Zinsderivat
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growth options
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option market anomalies
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pricing kernels
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risk-neutral skewness
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simulation-based Bayesian approach
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Liu, Xiaoquan
Gatheral, Jim
4
Radoičić, Radoš
4
Fabozzi, Frank J.
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
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Pirjol, Dan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Bhattacharjee, Ranjit
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Son-nan
2
Coakley, Jerry
2
De Marco, Stefano
2
Deelstra, Griselda
2
Dunis, Christian
2
Friz, Peter K.
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Garces, Len Patrick Dominic M.
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Gudkov, Nikolay
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Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Heston, Steven L.
2
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2
Lorig, Matthew
2
Martini, Claude
2
Muguruza, Aitor
2
Realdon, Marco
2
Rosenbaum, Mathieu
2
Russo, Vincenzo
2
Schoutens, Wim
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Song, Shiyu
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Quantitative finance
The European journal of finance
The journal of fixed income
European journal of operational research : EJOR
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ECONIS (ZBW)
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A
pricing
kernel approach to valuing options on interest rate futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
2
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
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