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~person:"Fan, Qingqian"
~person:"Jin, Xuejun"
~source:"econis"
~subject:"Black-Scholes model"
~subject:"Experiment"
~subject:"Index futures"
~subject:"Risk"
~subject:"Share price"
~subject:"Volatility"
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Black-Scholes model
Experiment
Index futures
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Option trading
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2
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Implied volatility
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Fan, Qingqian
Jin, Xuejun
Ryu, Doojin
21
Zhang, Jin E.
16
Fodor, Andy
14
Todorov, Viktor
13
Wang, Xingchun
13
Carr, Peter
12
Guirguis, Michel
11
Perrakis, Stylianos
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Fusari, Nicola
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Kelly, Bryan T.
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Ruan, Xinfeng
9
Wu, Liuren
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Giglio, Stefano
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Cui, Zhenyu
7
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Ni, Sophie Xiaoyan
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Yang, Heejin
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Cao, Jie
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Finance research letters
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ECONIS (ZBW)
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An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
2
Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei
;
Zhu, Yabei
;
Jin, Xuejun
;
Luo, Xingguo
- In:
Finance research letters
24
(
2018
),
pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
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