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The intersection between European put price and its payoff function
Zhang, Jin E.; Huang, Shoujun; Li, Tiecheng - In: International journal of theoretical and applied finance 16 (2013) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10009779744
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Pricing continuously sampled Asian options with perturbation method
Zhang, Jin E. - In: The journal of futures markets 23 (2002) 6, pp. 535-560
Persistent link: https://www.econbiz.de/10001769708
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VIX futures
Zhang, Jin E.; Zhu, Yingzi - In: The journal of futures markets 26 (2006) 6, pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
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Variance term structure and VIX futures pricing
Zhu, Yingzi; Zhang, Jin E. - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
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Asset pricing under jump diffusion
Zhang, Jin E.; Zhao, Huimin - 2006
Persistent link: https://www.econbiz.de/10003406960
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The new market for volatility trading
Zhang, Jin E.; Shu, Jinghong; Brenner, Menachem - In: The journal of futures markets 30 (2010) 9, pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
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The dynamics of long forward rate term structures
Luo, Xingguo; Zhang, Jin E. - In: The journal of futures markets 30 (2010) 10, pp. 957-982
Persistent link: https://www.econbiz.de/10008900931
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Testing range estimators of historical volatility
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 26 (2006) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
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The CBOE S&P 500 three-month variance futures
Zhang, Jin E.; Huang, Yuqin - In: The journal of futures markets 30 (2010) 1, pp. 48-70
Persistent link: https://www.econbiz.de/10003962233