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A futures pricing model with long-term and short-term traders
Gao, Bin; Xie, Jun; Jia, Yun - In: International review of economics & finance : IREF 64 (2019), pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
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Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin; Liang, Wen-guang; Xu, Zhong-yue; Xie, Jun - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 13, pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 1998
Persistent link: https://www.econbiz.de/10000998129
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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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Option pricing model with sentiment
Yang, Chunpeng; Gao, Bin; Yang, Jianlei - In: Review of derivatives research 19 (2016) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
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Investor trading behavior and sentiment in futures markets
Gao, Bin; Yang, Chunpeng - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 707-720
Persistent link: https://www.econbiz.de/10012123434