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Option pricing theory
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A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
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2
Probability weighting functions obtained from Hong Kong index option market
Wu, Xinyu
;
Xie, Haibin
;
Li, Xindan
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1922-1943
Persistent link: https://www.econbiz.de/10012435281
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Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
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