Model specification of conditional jump intensity : Evidence from S&P 500 returns and option prices

von Cheng, Hung-Wen
Veröffentlicht in The North American journal of economics and finance (2020)

Options-implied information and the momentum cycle

von Liu, Ming-Yu
Veröffentlicht in Journal of financial markets (2021)

Valuation of insurers' contingent capital with counterparty risk and price endogeneity

von Lo, Chien-ling
Veröffentlicht in Journal of banking & finance (2013)

Moment-matching approximations for Asian options

von Lo, Chien-ling
Veröffentlicht in The journal of derivatives (2014)

Empirical performance of component GARCH models in pricing VIX term structure and VIX futures

von Cheng, Hung-Wen
Veröffentlicht in Journal of empirical finance (2023)

VIX derivatives : valuation models and empirical evidence

von Lo, Chien-Ling
Veröffentlicht in Pacific-Basin finance journal (2019)

Pricing catastrophe swaps with default risk and stochastic interest rates

von Lo, Chien-Ling
Veröffentlicht in Pacific-Basin finance journal (2021)

The Dark Side of Bank CEO Risk-taking Incentives: Evidence from Bank Lending Decisions

von Tran, Linh Thi Thuy
Veröffentlicht in Decision Sciences Institute (50. : 2019 : New Orleans, La.) Transforming decision sciences through emergent technologies ; Volume 2 of 4 (2020)

The Effect of CEO Twitter on Compensation

von Tran, Linh Thi Thuy
Veröffentlicht in Decision Sciences Institute (50. : 2019 : New Orleans, La.) Transforming decision sciences through emergent technologies ; Volume 4 of 4 (2020)