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Why are derivative warrants more expensive than options? : an empirical study
Li, Gang; Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 275-297
Persistent link: https://www.econbiz.de/10008991250
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Diagnosing affine models of options pricing : evidence from VIX
Li, Gang; Zhang, Chu - In: Journal of financial economics 107 (2013) 1, pp. 199-219
Persistent link: https://www.econbiz.de/10009715829
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On the number of state variables in options pricing
Li, Gang; Zhang, Chu - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2058-2075
Persistent link: https://www.econbiz.de/10008748056
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On the relationship between conditional jump intensity and diffusive volatility
Li, Gang; Zhang, Chu - In: Journal of empirical finance 37 (2016), pp. 196-213
Persistent link: https://www.econbiz.de/10011663028
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Counterparty credit risk and derivatives pricing
Li, Gang; Zhang, Chu - In: Journal of financial economics 134 (2019) 3, pp. 647-668
Persistent link: https://www.econbiz.de/10012168658
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Rental rates under housing price uncertainty : a real options approach
Wang, Honglin; Yu, Fan; Zhou, Yinggang - 2013
Persistent link: https://www.econbiz.de/10010221563
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Property Investment and Rental Rates Under Housing Price Uncertainty : A Real Options Approach
Wang, Honglin - 2015
The conventional wisdom that housing prices are the present value of future rents ignores the fact that rents are not discretionary as in dividends on stocks. Housing price uncertainty can affect household property investment, which in turn affects rent. By extending the theory of investment...
Persistent link: https://www.econbiz.de/10013034654
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Property Investment and Rental Rate Under Housing Price Uncertainty : A Real Options Approach
Wang, Honglin - 2018
The conventional wisdom that housing prices are the present value of future rents ignores the fact that unlike dividends on stocks, rent is not discretionary. Housing price uncertainty can affect household property investments, which in turn affect rent. By extending the theory of investment...
Persistent link: https://www.econbiz.de/10012928877