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Extracting model-free volatili...
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Börsenkurs
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Jiang, George J.
195
Tian, Yisong S.
55
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43
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25
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17
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Journal of banking & finance
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8
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7
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1
The model-free implied volatility and its information content
Jiang, George J.
;
Tian, Yisong Sam
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1305-1342
Persistent link: https://www.econbiz.de/10003352823
Saved in:
2
Misreaction or misspecification? : a re-examination of volatility anomalies
Jiang, George J.
;
Tian, Yisong Sam
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2358-2369
Persistent link: https://www.econbiz.de/10008857749
Saved in:
3
Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
Saved in:
4
A random walk down the options market
Jiang, George J.
;
Tian, Yisong Sam
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 505-535
Persistent link: https://www.econbiz.de/10010218785
Saved in:
5
Pricing complex barrier options under general diffusion processes
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001497762
Saved in:
6
A reexamination of lattice procedures for interest rate-contingent claims
Tian, Yisong Sam
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 87-111
Persistent link: https://www.econbiz.de/10001196351
Saved in:
7
A reexamination of portfolio insurance : the use of index put options
Tian, Yisong Sam
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 163-188
Persistent link: https://www.econbiz.de/10001198884
Saved in:
8
A modified lattice approach to option pricing
Tian, Yisong Sam
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001145975
Saved in:
9
A trinominal option pricing model dependent on skewness and kurtosis
Tian, Yisong Sam
- In:
International review of economics & finance : IREF
7
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001355657
Saved in:
10
Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
Saved in:
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