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PREFERENCES, LÉVY JUMPS AND OP...
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RePEc
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ECONIS (ZBW)
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A theoretical foundation for games of complete/incomplete contracts
Ma, Chenghu
;
Wong, Wing Keung
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012654809
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2
Strategic interactions and negative oil prices
Ma, Chenghu
;
Wang, Xianzhen
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013185446
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3
Option pricing based on alternative jump size distributions
Chen, Jian
;
Ma, Chenghu
- In:
Frontiers of economics in China : selected publications …
11
(
2016
)
3
,
pp. 439-467
Persistent link: https://www.econbiz.de/10011597962
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4
Margins on short sales and equilibrium price indeterminacy
Ma, Chenghu
;
Hu, Jianqiang
;
Xu, Yifan
- In:
Journal of mathematical economics
74
(
2018
),
pp. 79-92
Persistent link: https://www.econbiz.de/10012103973
Saved in:
5
Introduction to quantum probability theory and its economic applications
Haven, Emmanuel E.
;
Khrennikov, Andrei
;
Ma, Chenghu
; …
- In:
Journal of mathematical economics
78
(
2018
),
pp. 127-130
Persistent link: https://www.econbiz.de/10012105552
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6
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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7
The interaction between security lending market and security trading market
Wang, Tiandu
;
Ma, Chenghu
;
Sun, Qian
- In:
Pacific-Basin finance journal
46
(
2017
),
pp. 309-322
Persistent link: https://www.econbiz.de/10011801022
Saved in:
8
w-MPS risk aversion and the shadow CAPM : theory and empirical evidence
Huang, Lin
;
Ma, Chenghu
;
Nakata, Hiroyuki
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 947-973
Persistent link: https://www.econbiz.de/10011740277
Saved in:
9
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
10
Preferences over location-scale family
Wong, Wing-Keung
;
Ma, Chenghu
- In:
Economic Theory
37
(
2008
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10005370786
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