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Are natural resource volatility curses or blessings for economic performance? : stories of resource-rich regions
Wang, Qi; Zhang, Li - In: Finance research letters 69 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015192241
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Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan; Zhang, Qian; Wang, Zerong; Wang, Qi - In: Journal of empirical finance 77 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
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VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi; Wang, Zerong - In: Journal of banking & finance 116 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
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VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Liu, Junting; Wang, Qi; Zhang, Yuanyuan - In: The journal of futures markets 44 (2024) 7, pp. 1189-1223
Persistent link: https://www.econbiz.de/10014553980
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Analytical formula for pricing European options with stochastic volatility under the GARCH-PDE approximation
Wang, Qi; Zhang, Qian; Wang, Zerong; Zhang, Yuanyuan - In: The journal of derivatives : JOD 31 (2024) 4, pp. 98-124
Persistent link: https://www.econbiz.de/10015200172