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HDD and CDD option pricing with market price of weather risk for Taiwan
Huang, Hung-hsi; Shiu, Yung-ming; Lin, Pei-syun - In: The journal of futures markets 28 (2008) 8, pp. 790-814
Persistent link: https://www.econbiz.de/10003746348
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Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: Review of derivatives research 22 (2019) 1, pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
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Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: Pacific-Basin finance journal 84 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
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Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: Journal of financial markets 57 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013188762