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Cui, Zhenyu
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ECONIS (ZBW)
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Full‐fledged SABR Through Markov Chains
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Wilmott
2019
(
2019
)
102
,
pp. 74-81
Persistent link: https://www.econbiz.de/10012274275
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2
Valuation of VIX and target volatility options with affine GARCH models
Cao, Hongkai
;
Badescu, Alexandru
;
Cui, Zhenyu
; …
- In:
Journal of Futures Markets
40
(
2020
)
12
,
pp. 1880-1917
Persistent link: https://www.econbiz.de/10012406788
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3
An efficient and stable method for short maturity Asian options
Chatterjee, Rupak
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Liu, Mingzhe
- In:
Journal of Futures Markets
38
(
2018
)
12
,
pp. 1470-1486
Persistent link: https://www.econbiz.de/10012082149
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The opportunity cost of hedging under incomplete information : Evidence from ETF/Ns
Cui, Zhenyu
;
Simaan, Majeed
- In:
Journal of Futures Markets
41
(
2021
)
11
,
pp. 1775-1796
Persistent link: https://www.econbiz.de/10012632631
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