Narrow search
Showing 1 - 4 of 4
Cover Image
Accelerating FHS option pricing under linear GARCH
Xie, Haibin; Wu, Xinyu; Fan, Pengying - In: Computational economics 58 (2021) 2, pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Cover Image
Estimation of market prices of risks in the G.A.R.C.H. diffusion model
Wu, Xinyu; Zhou, Hailin; Wang, Shouyang - In: Economic research 31 (2018) 1,1, pp. 15-36
Persistent link: https://www.econbiz.de/10012311929
Cover Image
A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin; Wu, Xinyu - In: Economic modelling 64 (2017), pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Cover Image
Probability weighting functions obtained from Hong Kong index option market
Wu, Xinyu; Xie, Haibin; Li, Xindan - In: Economic research 32 (2019) 1,2, pp. 1922-1943
Persistent link: https://www.econbiz.de/10012435281