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An Empirical Study of the Opti...
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Lian, Guang-hua
Zhu, Song-Ping
57
Alfeus, Mesias
21
He, Xin-Jiang
21
Ma, Guiyuan
11
Zhu, Song-ping
10
Lin, Sha
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Chan, Leunglung
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Lian, Guanghua
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ZHU, SONG-PING
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Cui, Zhenyu
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Kannan, Shiam
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Lu, Xiaoping
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of futures markets
1
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ECONIS (ZBW)
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An analytical formula for VIX futures and its applications
Zhu, Song-ping
;
Lian, Guang-hua
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 166-190
Persistent link: https://www.econbiz.de/10009487022
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2
Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
3
A closed-form exact solution for pricing variance swaps with stochastic volatility
Zhu, Song-ping
;
Lian, Guang-hua
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 233-256
Persistent link: https://www.econbiz.de/10008935680
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