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Options on the minimum or the maximum of two average prices
Wu, Xueping; Zhang, Jin E. - In: Review of derivatives research 3 (1999) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
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Analytical pricing of American options
Cheng, Jun; Zhang, Jin E. - In: Review of derivatives research 15 (2012) 2, pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
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Analytical pricing of American options
Cheng, Jun; Zhang, Jin E. - In: Review of derivatives research 15 (2012) 2, pp. 157-193
Persistent link: https://www.econbiz.de/10009983958
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Pricing VIX derivatives with free stochastic volatility model
Lin, Wei; Li, Shenghong; Chern, Shane; Zhang, Jin E. - In: Review of derivatives research 22 (2019) 1, pp. 41-75
Persistent link: https://www.econbiz.de/10012311659
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Options on the Minimum or the Maximum of Two Average Prices
Wu, Xueping; Zhang, Jin E. - In: Review of derivatives research 3 (1999) 2, pp. 183
Persistent link: https://www.econbiz.de/10005962187
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Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn; Zhang, Jin E. - In: Review of derivatives research 25 (2022) 3, pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
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Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906