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Option valuation under no-arbi...
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Liu, X.
17
Liu, Xiaoquan
10
Tu, Y.L.
4
Haven, Emmanuel
3
Romilly, P.
3
Shen, Liya
3
Song, H.
3
Ma, Chenghu
2
Wang, C.
2
Zhang, W.J.
2
Anderson, J.
1
Bansal, R.C.
1
Chu, C.
1
Chu, F.
1
Cramer, J.S.
1
Dooley, K.
1
Guarin, Alexander
1
Huang, G. Q.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Tu, Yl
1
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1
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1
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1
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1
Xu, L.
1
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1
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1
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1
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1
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
6
Applied financial economics
4
Applied economics
3
European journal of operational research : EJOR
3
Journal of economic dynamics & control
2
Computers & industrial engineering : CAIE ; an internat. journal
1
Energy conversion and management : ECM
1
IEEE transactions on engineering management : EM
1
International journal of production economics
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of international business studies : JIBS ; a publication of the Academy of International Business and the Western Business School
1
Journal of the Operational Research Society : OR
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OLC EcoSci
ECONIS (ZBW)
584
RePEc
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1
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
13-15
,
pp. 1211-1226
Persistent link: https://www.econbiz.de/10007877619
Saved in:
2
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10-12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10007795932
Saved in:
3
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
15
,
pp. 1211-1226
Persistent link: https://www.econbiz.de/10007797722
Saved in:
4
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
11
,
pp. 887-900
Persistent link: https://www.econbiz.de/10007757106
Saved in:
5
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10007724976
Saved in:
6
Revealing the implied risk-neutral MGF from options: The wavelet method
Haven, Emmanuel
;
Liu, Xiaoquan
;
Ma, Chenghu
;
Shen, Liya
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10008175469
Saved in:
7
Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
Ye, Wuyi
;
Liu, Xiaoquan
;
Miao, Baiqi
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 96-104
Persistent link: https://www.econbiz.de/10009979066
Saved in:
8
De-noising option prices with the wavelet method
Haven, Emmanuel
;
Liu, Xiaoquan
;
Shen, Liya
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 104-113
Persistent link: https://www.econbiz.de/10009979067
Saved in:
9
Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander
;
Liu, Xiaoquan
;
Ng, Wing Lon
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 805-814
Persistent link: https://www.econbiz.de/10009178353
Saved in:
10
Revealing the implied risk-neutral MGF from options: The wavelet method
Haven, Emmanuel
;
Liu, Xiaoquan
;
Ma, Chenghu
;
Shen, Liya
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 692-710
Persistent link: https://www.econbiz.de/10008890117
Saved in:
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