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~person:"Wang, Yaw-huei"
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Option pricing theory
9
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7
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4
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4
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Wang, Yaw-huei
Taylor, Stephen
159
Taylor, Stephen J.
102
Wang, Yaw-Huei
59
Keswani, Aneel
54
Shackleton, Mark B.
29
Taylor, Stephen L.
26
Stolin, David
20
Xu, Xinzhong
20
Poon, Ser-Huang
17
Zhang, Yuanyuan
16
Shan, Yaowen
13
Chang, Chuang-Chang
10
Bartram, Söhnke M.
9
Blair, Bevan
9
Hsieh, Pei-Fang
9
Yadav, Pradeep K.
9
Hall, Laura
8
Torrington, Derek
8
Chung, San-Lin
7
Ferreira, Miguel A.
7
Ramos, Sofia B.
7
Walter, Terry S.
7
Blair, Bevan J.
6
Liu, Xiaoquan
6
Miguel, Antonio F.
6
Tsai, Wei-Che
6
Whittred, Greg
6
Chang, Chuang-chang
5
Chang, Yuan-Chen
5
Chang, Yuanchen
5
Cilliers, Jacobus
5
Coulton, Jeff
5
Fleisch, Brahm
5
Gemmill, Gordon
5
Hwang, Soosung
5
Nolte, Ingmar
5
Pong, Shiuyan
5
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The journal of futures markets
8
Asia-Pacific journal of financial studies
2
Journal of banking & finance
1
Journal of financial markets
1
Journal of forecasting
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
2
The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
Saved in:
3
Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
Saved in:
4
Volatility information in the trading activity of stocks, options, and volatility options
Wang, Yaw-huei
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10009779086
Saved in:
5
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
6
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
7
The impact of non-trading periods on the measurement of volatility
Wang, Yaw-huei
;
Hsiao, Yu-jen
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
4
,
pp. 607-620
Persistent link: https://www.econbiz.de/10008987297
Saved in:
8
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin
;
Tsai, Wei-che
;
Wang, Yaw-huei
;
Weng, …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
Saved in:
9
The impact of liquidity on option prices
Chou, Robin K.
;
Chung, San-lin
;
Hsiao, Yu-jen
;
Wang, …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1116-1141
Persistent link: https://www.econbiz.de/10009355730
Saved in:
10
The volatility and density prediction performance of alternative GARCH models
Huang, Teng-hao
;
Wang, Yaw-huei
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 157-171
Persistent link: https://www.econbiz.de/10009503689
Saved in:
1
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