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Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253
Persistent link: https://www.econbiz.de/10010161391
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Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10010062283
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The adaptive mesh model: a new approach to efficient option pricinge
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-352
Persistent link: https://www.econbiz.de/10006519013
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Locally Complete Markets, Exchange Rates and Currency Options
Ahn, Dong-Hyun; Gao, Bin - In: Review of derivatives research 6 (2003) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10005936396
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A note on article “The evidential reasoning approach for multiple attribute decision analysis using interval belief degrees”
Gao, Bin; Ni, Ming-Fang - In: European journal of operational research : EJOR 197 (2009) 2, pp. 809-813
Persistent link: https://www.econbiz.de/10008884918
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Price Reversal, Transaction Costs, and Arbitrage Profits in the Real Estate Securities Market
Mei, Jianping; Gao, Bin - In: The journal of real estate finance and economics 11 (1995) 2, pp. 153-166
Persistent link: https://www.econbiz.de/10007330654
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Pricing Discrete Barrier Options with an Adaptive Mesh Model
Ahn, Dong-Hyun; Figlewski, Stephen; Gao, Bin - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 33-44
Persistent link: https://www.econbiz.de/10007338974
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A Parametric Nonlinear Model of Term Structure Dynamics
Ahn, Dong-Hyun; Gao, Bin - In: The review of financial studies 12 (1999) 4, pp. 721-762
Persistent link: https://www.econbiz.de/10007055452
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Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A.Ronald; … - In: Journal of econometrics 116 (2003) 1, pp. 147-180
Persistent link: https://www.econbiz.de/10006761941
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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti - In: Journal of economic dynamics & control 24 (2000) 11, pp. 1783-1828
Persistent link: https://www.econbiz.de/10006778757