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Do academic investment insights benefit society?

Lai, Wan-Ni - In: Research in international business and finance 38 (2016), pp. 172-176

Persistent link: https://www.econbiz.de/10011640634

Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data

Chen, Yi-Ting; Lai, Wan-Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844

Persistent link: https://www.econbiz.de/10012134380

Comparison of methods to estimate option implied risk-neutral densities

Lai, Wan-Ni - In: Quantitative Finance 14 (2014) 10, pp. 1839-1855

This paper is a comparison study of non-parametric techniques used to estimate risk-neutral densities from option prices. Cross-sectional option prices are first generated using Monte Carlo simulation. Using these simulated options data, risk-neutral densities of the underlying asset are...

Persistent link: https://www.econbiz.de/10010953678