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A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong; Xu, Weijun; Li, Hongyi; Xiao, Weilin - In: Finance research letters 9 (2012) 1, pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
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Robust general equilibrium under stochastic volatility model
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Finance research letters 7 (2010) 4, pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
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COVID-19 and financial market efficiency : evidence from an entropy-based analysis
Wang, Jingjing; Wang, Xiaoyang - In: Finance research letters 42 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014580441