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Pricing continuously sampled Asian options with perturbation method
Zhang, Jin E. - In: The journal of futures markets 23 (2002) 6, pp. 535-560
Persistent link: https://www.econbiz.de/10001769708
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The CBOE S&P 500 three-month variance futures
Zhang, Jin E.; Huang, Yuqin - In: The journal of futures markets 30 (2010) 1, pp. 48-70
Persistent link: https://www.econbiz.de/10003962233
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The new market for volatility trading
Zhang, Jin E.; Shu, Jinghong; Brenner, Menachem - In: The journal of futures markets 30 (2010) 9, pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
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The dynamics of long forward rate term structures
Luo, Xingguo; Zhang, Jin E. - In: The journal of futures markets 30 (2010) 10, pp. 957-982
Persistent link: https://www.econbiz.de/10008900931
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The term structure of VIX
Luo, Xingguo; Zhang, Jin E. - In: The journal of futures markets 32 (2012) 12, pp. 1092-1123
Persistent link: https://www.econbiz.de/10009697787
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Causality in the VIX futures market
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 32 (2012) 1, pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
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VIX futures
Zhang, Jin E.; Zhu, Yingzi - In: The journal of futures markets 26 (2006) 6, pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
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Testing range estimators of historical volatility
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 26 (2006) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
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Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn; Zhang, Jin E. - In: The journal of futures markets 42 (2022) 3, pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
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The skewness implied in the Heston model and its application
Zhang, Jin E.; Zhen, Fang; Sun, Xiaoxia; Zhao, Huimin - In: The journal of futures markets 37 (2017) 3, pp. 211-237
Persistent link: https://www.econbiz.de/10011669807