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Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng - In: Applied mathematical finance 27 (2020) 5, pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
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Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng - In: The journal of computational finance 26 (2022) 3, pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
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Hedging option books using neural-sde market models
Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng - In: Applied mathematical finance 29 (2022) 5, pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
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Understanding attraction in formal mentoring relationships from an affective perspective
Hu, Changya; Wang, Sheng; Wang, Yu-Hsuan; Chen, Cheng; … - In: Journal of vocational behavior 94 (2016), pp. 104-113
Persistent link: https://www.econbiz.de/10011495891
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When does competitive psychological climate hurt mentoring? : the moderating roles of mentors' job insecurity and trait competitiveness
Hu, Changya; Wang, Sheng - In: Journal of vocational behavior 132 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013173540
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The development of mentoring relationships : an attachment theory perspective
Wang, Sheng; Greenberger, David B.; Noe, Raymond A.; … - In: Research in personnel and human resources management : … 35 (2017), pp. 53-101
Persistent link: https://www.econbiz.de/10011730066
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It's more complicated than we think : the implications of social capital on innovation
Wang, Sheng; Guidice, Rebecca; Zhou, Yuanyuan; Wang, … - In: Asia Pacific journal of management : APJM ; a … 34 (2017) 3, pp. 649-674
Persistent link: https://www.econbiz.de/10011797944
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Political context matters : a joint effect of coercive power and perceived organizational politics on abusive supervision and silence
Cheng, Ying-Ni; Hu, Changya; Wang, Sheng; Huang, Jui-Chieh - In: Asia Pacific journal of management 41 (2024) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10014531328
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Malliavin calculus in a binomial framework
Cohen, Samuel N.; Elliott, Robert J.; Siu, Tak Kuen - In: Applied Stochastic Models in Business and Industry 34 (2018) 6, pp. 774-781
Persistent link: https://www.econbiz.de/10012272365
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Switching cost models as hypothesis tests
Cohen, Samuel N.; Henckel, Timo; Menzies, Gordon Douglas; … - In: Economics letters 175 (2019), pp. 32-35
Persistent link: https://www.econbiz.de/10012121122