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Option pricing theory
Volatility
45
Volatilität
45
China
37
Optionspreistheorie
35
Theorie
32
Theory
32
Capital income
27
Kapitaleinkommen
27
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22
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22
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18
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18
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9
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English
35
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Zhang, Jin E.
30
Ruan, Xinfeng
13
Cheng, Jun
5
Gehricke, Sebastian A.
5
Ibraimi, Meriton
4
Leippold, Markus
4
Chang, Chien-hung
3
Li, Jianhui
3
Lin, Wei
3
Lin, Yueh-neng
3
Aschakulporn, Pakorn
2
Guo, Wei
2
Li, Tiecheng
2
Zhu, Wenli
2
Cao, Jiling
1
Chang, Eric C.
1
Chang, Eric Chieh
1
Chern, Shane
1
Dai, Min
1
Hao, Jinji
1
Huang, Jiexiang
1
Huang, Shoujun
1
Jia, Xiaolan
1
Jitsawatpaiboon, Kanokrak
1
Li, Peifan
1
Li, Shenghong
1
Pan, Zheyao
1
Shi, Lei
1
Su, Shu
1
Wu, Xueping
1
Yue, Tian
1
Zhang, WenJun
1
Zhao, Huimin
1
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1
zhang, wenjun
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Review of derivatives research
4
The journal of futures markets
4
Journal of economic dynamics & control
3
Applied economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Computational economics
1
Economic modelling
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
3
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
4
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
5
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
6
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
7
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
8
Volatility-of-volatility and the cross-section of option returns
Ruan, Xinfeng
- In:
Journal of financial markets
48
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012631805
Saved in:
9
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
10
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
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