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Delta Hedging and Volatility-P...
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1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
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2
How do e-commerce anchors' characteristics influence consumers' impulse buying? : an emotional contagion perspective
Li, Li
;
Chen, Xiaoting
;
Zhu, Peng
- In:
Journal of retailing and consumer services
76
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460834
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3
Using blockchain technology to enhance the traceability of original achievements
Zhu, Peng
;
Hu, Jian
;
Li, Xiaotong
;
Zhu, Qingyun
- In:
IEEE transactions on engineering management : EM
70
(
2023
)
5
,
pp. 1693-1707
Persistent link: https://www.econbiz.de/10014305371
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Optimal processing rate and buffer size of a jump-diffusion processing system
Li, Xindan
;
Tang, Dan
;
Wang, Yongjin
;
Yang, Xuewei
-
2014
Persistent link: https://www.econbiz.de/10010370677
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5
Optimal investment and consumption with default risk : HARA utility
Bo, Lijun
;
Li, Xindan
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010188303
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6
The hitting time density for a reflected Brownian motion
Hu, Qin
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Computational economics
40
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009627574
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7
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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8
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
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9
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
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10
Winners, losers, and regulators in a derivatives market bubble
Li, Xindan
;
Subrahmanyam, Avanidhar
;
Yang, Xuewei
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 313-350
Persistent link: https://www.econbiz.de/10012405814
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