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~person:"Zhang, Jin E."
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Option pricing theory
31
Optionspreistheorie
31
Volatility
25
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25
Option trading
21
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21
Derivat
7
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7
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Zhang, Jin E.
Koopman, Siem Jan
206
Madan, Dilip B.
95
Fabozzi, Frank J.
77
Chiarella, Carl
75
Härdle, Wolfgang
74
Cui, Zhenyu
73
Carr, Peter
70
Baur, Dirk G.
68
Joshi, Mark S.
68
Takahashi, Akihiko
67
Lucey, Brian M.
62
Schoutens, Wim
59
Tiwari, Aviral Kumar
57
Hull, John
53
Jacobs, Kris
52
Stentoft, Lars
52
Elliott, Robert J.
51
Gupta, Rangan
49
Wystup, Uwe
47
Benth, Fred Espen
44
Jarrow, Robert A.
44
Koop, Gary
42
Kwok, Yue-Kuen
40
Perrakis, Stylianos
40
Pierdzioch, Christian
37
Belomestny, Denis
36
Chesney, Marc
36
Kapetanios, George
36
McAleer, Michael
36
Oosterlee, Cornelis W.
36
Ryu, Doojin
36
Schlögl, Erik
36
Fusai, Gianluca
35
Martin, Gael M.
35
Wu, Liuren
35
Barone-Adesi, Giovanni
34
Christoffersen, Peter F.
34
Korn, Ralf
34
Schwartz, Eduardo S.
34
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The journal of futures markets
6
Review of derivatives research
4
Journal of economic dynamics & control
3
Applied economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Mathematics and financial economics
1
Pacific-Basin finance journal
1
Research paper series / Swiss Finance Institute
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
39
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1
A lattice algorithm for pricing moving average barrier
options
Dai, Min
;
Li, Peifan
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 542-554
Persistent link: https://www.econbiz.de/10003966493
Saved in:
2
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
Saved in:
3
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
4
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
Saved in:
5
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
6
Pricing VXX
options
by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
7
The price of COVID-19-induced uncertainty in the
options
market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
8
The Price of Covid-19-Induced Uncertainty in the
Options
Market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
-
2022
priced in the index exchange-traded funds (ETF)
options
market. Specifically,
options
that provide protection to hedge …
Persistent link: https://www.econbiz.de/10013312294
Saved in:
9
The implied volatility smirk in SPY
options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
10
The implied volatility smirk in the VXX
options
market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
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