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Option pricing via QUAD : from Black-Scholes-Merton to Heston with jumps
Su, Haozhe; Chen, Ding; Newton, David P. - In: The journal of derivatives : the official publication … 24 (2017) 3, pp. 9-27
Persistent link: https://www.econbiz.de/10011687339
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The information content of CDS implied volatility and associated trading strategies
Shi, Yukun; Chen, Ding; Guo, Biao; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
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Firm fundamentals and the cross-section of implied volatility shapes
Chen, Ding; Guo, Biao; Zhou, Guofu - In: Journal of financial markets 63 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
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The effects of mandatory ESG disclosure on price discovery efficiency around the world
Zhang, QiYu; Ding, Rong; Chen, Ding; Zhang, Xiaoxiang - In: International review of financial analysis 89 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014467058