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The paradox of China's interna...
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Option pricing theory
China
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26
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24
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24
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22
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22
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21
Zhang, Jin E.
21
Alòs, Elisa
20
Lorig, Matthew
20
Takahashi, Akihiko
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Guyon, Julien
19
Christoffersen, Peter F.
18
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16
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15
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13
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International journal of theoretical and applied finance
156
Quantitative finance
107
The journal of futures markets
80
Journal of banking & finance
75
Applied mathematical finance
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
Finance research letters
48
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
Computational economics
39
Journal of econometrics
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The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
30
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Insurance / Mathematics & economics
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Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
International review of economics & finance : IREF
23
The European journal of finance
23
Applied economics
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Energy economics
20
Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of risk and financial management : JRFM
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Economic modelling
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Asia-Pacific financial markets
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International review of financial analysis
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
3,853
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date (oldest first)
1
Calibration of implied
volatility
for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
2
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:
3
What determines
volatility
smile in
China
?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
4
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in
China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
5
Predictable dynamics in the implied
volatility
surface based on weighted least squares : evidence from soybean meal futures options in
China
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
11
,
pp. 2625-2638
Persistent link: https://www.econbiz.de/10012262896
Saved in:
6
Managing financial risk in Chinese stock markets : option pricing and modeling under a multivariate threshold autoregression
Li, Johnny Siu-Hang
;
Ng, Andrew C.Y.
;
Chan, Wai-Sum
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011573584
Saved in:
7
Distilling private information from plain-vanilla options to predict future underlying stock price
volatility
: evidence from the H-shares of Chinese banks
Koutmos, Dimitrios
- In:
Research in international business and finance
37
(
2016
),
pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
Saved in:
8
Application of Heston's model to the Chinese stock market
Liu, Guifang
;
Xu, Weijun
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1749-1763
Persistent link: https://www.econbiz.de/10011824755
Saved in:
9
Option prices and stock market momentum : evidence from
China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
10
Which
volatility
model for option valuation in
China
? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
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