Similar Search Results

Integral equation methods for pricing perpetual Bermudan options

Ma, Jingtang; Luo, Peng - In: Journal of applied finance & banking 2 (2012) 3, pp. 51-64

This paper develops integral equation methods to the pricing problems of perpetual Bermudan options. By mathematical derivation, the optimal exercise boundary of perpetual Bermudan options can be determined by an integral-form nonlinear equation which can be solved by a root-finding algorithm....

Persistent link: https://www.econbiz.de/10010009132

The empirics of inflation in China

Chow, Gregory C.; Wang, Peng - In: Economics letters 109 (2010) 1, pp. 28-31

Persistent link: https://www.econbiz.de/10008705760

Psychological processes linking authentic leadership to follower behaviors

Walumbwa, Fred O.; Wang, Peng; Wang, Hui; Schaubroeck, John - In: The leadership quarterly : LQ ; an international … 21 (2010) 5, pp. 901-915

Persistent link: https://www.econbiz.de/10008715541

Stock price reactions to GLBT nondiscrimination policies

Wang, Peng; Schwarz, Joshua L. - In: Human resource management 49 (2010) 2, pp. 195-217

Persistent link: https://www.econbiz.de/10008398712

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence

Wang, Shaoping; Wang, Peng; Yang, Jisheng; Li, Zinai - In: Journal of econometrics 157 (2010) 1, pp. 101-110

Persistent link: https://www.econbiz.de/10008418104

Work-family conflict, self-efficacy, job satisfaction, and gender : evidences from Asia

Wang, Peng; Lawler, John J.; Shi, Kan - In: Journal of leadership & organizational studies : JLOS; … 17 (2010) 3, pp. 298-308

Persistent link: https://www.econbiz.de/10009956143

Mediating role of creative identity in the influence of transformational leadership on creativity : is there a multilevel effect?

Wang, Peng; Zhu, Weichun - In: Journal of leadership & organizational studies : JLOS; … 18 (2011) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10009956166

Bank risk taking, efficiency, and law enforcement: Evidence from Chinese city commercial banks

Zhang, Jianhua; Wang, Peng; Qu, Baozhi - In: China economic review : an international journal 23 (2012) 2, pp. 284-296

Persistent link: https://www.econbiz.de/10009967160

The impact of income on democracy revisited

Che, Yi; Lu, Yi; Tao, Zhigang; Wang, Peng - In: Journal of comparative economics : the journal of the … 41 (2013) 1, pp. 159-169

Persistent link: https://www.econbiz.de/10010091240

RISK-BASED DYNAMIC ASSET ALLOCATION WITH EXTREME TAILS AND CORRELATIONS

Wang, Peng; Sullivan, Rodney N; Ge, Yizhi - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 26-43

Persistent link: https://www.econbiz.de/10010002061