Psychological barriers and option pricing in a local volatility model

von Li, Dan
Veröffentlicht in The North American journal of economics and finance (2023)

On the probability of default in a market with price clustering and jump risk

von Song, Shiyu
Veröffentlicht in Mathematics and financial economics (2020)

The valuation of options on foreign exchange rate in a target zone

von Xu, Guangli
Veröffentlicht in International journal of theoretical and applied finance (2016)

Analytical valuation of power exchange options with default risk

von Xu, Guangli
Veröffentlicht in Finance research letters (2019)

The issuer-pays business model and competitive rating market : rating network structure

von Zhuo, Xiaoyang
Veröffentlicht in The journal of real estate finance and economics (2017)

A simple trinomial lattice approach for the skew-extended CIR models

von Zhuo, Xiaoyang
Veröffentlicht in Mathematics and financial economics (2017)

An analytical GARCH valuation model for spread options with default risk

von Song, Shiyu
Veröffentlicht in International review of economics & finance (2023)

7619: Analysis of the Velocity and Shear Stress of the Local Water-Diesel Flow System

von Xu, Guangli
Veröffentlicht in ASME Asia Pacific Pipeline Conference (2019 : Tsingtau) Proceedings of the ASME Asia Pacific Pipeline Conference - 2019 (2019)