Narrow search
Showing 1 - 6 of 6
Cover Image
Rough stochastic elasticity of variance and option pricing
Cao, Jiling; Kim, Jeong-Hoon; Kim, See-Woo; Zhang, WenJun - In: Finance research letters 37 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Cover Image
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - In: Finance research letters 58 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Cover Image
Inferring jump dynamics from weekly options : a non-parametric method
Zhang, Junyu; Ruan, Xinfeng - In: Finance research letters 76 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015410368
Cover Image
Ambiguity on uncertainty and the equity premium
Ruan, Xinfeng; Zhang, Jin E. - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012485497
Cover Image
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak; Ruan, Xinfeng - In: Finance research letters 53 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Cover Image
Do short-term market swings improve realized volatility forecasts?
Zhang, Junyu; Ruan, Xinfeng; Zhang, Jin E. - In: Finance research letters 58 (2023) 4, pp. 1-10
Persistent link: https://www.econbiz.de/10014632688