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The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho (contributor); Helwege, Jean (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522524
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Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho (contributor); Helwege, Jean (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786259
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Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho; Helwege, Jean; Huang, Jing-Zhi - In: The review of financial studies 17 (2004) 2, pp. 499-544
Persistent link: https://www.econbiz.de/10002028065
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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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Time variation in diversification benefits of commodity, REITs, and TIPS
Huang, Jing-Zhi; Zhong, Zhaodong - In: The journal of real estate finance and economics 46 (2013) 1, pp. 152-192
Persistent link: https://www.econbiz.de/10009701605
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Theslope of credit spread curves
Huang, Jing-Zhi; Zhang, Xiongfei - In: The journal of fixed income 18 (2008/09) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10003757571
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Determinants of S&P 500 index option returns
Cao, Charles Q.; Huang, Jing-Zhi - In: Review of derivatives research 10 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003705840