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A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
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Option valuation under no-arbitrage constraints with neural networks
Cao, Yi; Liu, Xiaoquan; Zhai, Jia - In: European journal of operational research : EJOR 293 (2021) 1, pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
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Wavelet-based option pricing : an empirical study
Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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Trading restriction and the choice for derivatives
Ye, Wuyi; Chen, Pengzhan; Shi, Yining; Liu, Xiaoquan - In: International review of financial analysis 82 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013426250
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Some models for deriving the priority weights from interval fuzzy preference relations
Xu, Zeshui; Chen, Jian - In: European journal of operational research : EJOR 184 (2008) 1, pp. 266-280
Persistent link: https://www.econbiz.de/10003768201
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Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng; Chen, Jian; Song, Victor; Xu, Ke - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013413582