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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

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

Pricing and hedging American options analytically : a perturbation method

Zhang, Jin E.; Li, Tiecheng - In: Mathematical finance : an international journal of … 20 (2010) 1, pp. 59-87

Persistent link: https://www.econbiz.de/10003955680

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

The global business revolution, the cascade effect, and the challenge for firms from developing countries

Nolan, Peter; Zhang, Jin; Liu, Chunhang - In: Cambridge journal of economics 32 (2008) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10003686580

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

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

A lattice algorithm for pricing moving average barrier options

Dai, Min; Li, Peifan; Zhang, Jin E. - In: Journal of economic dynamics & control 34 (2010) 3, pp. 542-554

Persistent link: https://www.econbiz.de/10003966493

An exploratory investigation of the impact of surprise interviews with former graduates on online students learning in an introductory IT course

Le, Taowen; Zhang, Jin; Harris, Edward - In: International journal of internet and enterprise … 7 (2011) 4, pp. 388-400

Persistent link: https://www.econbiz.de/10009504120

A remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"

Cheng, Jun; Ibraimi, Meriton; Leippold, Markus; Zhang, … - 2011

Lin and Chang (2009, 2010) establish a VIX futures and option pricing theory when modeling S&P 500 index by using a stochastic volatility process with asset return and volatility jumps. In this note, we prove that Lin and Chang's formula is not an exact solution of their pricing equation. More...

Persistent link: https://www.econbiz.de/10009554553