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Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载:6/0  |  提交时间:2023/02/07
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载:11/0  |  提交时间:2022/04/02
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:  Zhu, Zhaobo;  Ji, Qiang;  Sun, Licheng;  Zhai, Pengxiang
收藏  |  浏览/下载:23/0  |  提交时间:2021/01/16
RISK MEASURE OPTIMIZATION: PERCEIVED RISK AND OVERCONFIDENCE OF STRUCTURED PRODUCT INVESTORS 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 期号: 3, 页码: 1473-1492
作者:  Chen, Xi;  Wang, Zongrun;  Deng, Songhai;  Fang, Yong
收藏  |  浏览/下载:44/0  |  提交时间:2020/01/10
Asset Price Bubbles in Agricultural Commodities Futures Market 期刊论文
2019, 卷号: 36, 页码: 656-670
作者:  Liu, Huan;  Hu, Wenxiu;  Liu, Gang;  Yang, Xian
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/20
Correlation-based Dynamics and Systemic Risk Measures in the Cryptocurrency Market 会议论文
Miami, FL, USA, 9-11 Nov. 2018
作者:  Jiaqi, Liang;  Linjing, Li;  Daniel, Zeng;  Yunwei, Zhao
收藏  |  浏览/下载:56/0  |  提交时间:2019/04/30
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:14/0  |  提交时间:2018/11/16
The behavioral implications of the bilateral gamma process 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 500, 页码: 259-264
作者:  Xie, Haibin;  Wang, Shouyang;  Lu, Zudi
收藏  |  浏览/下载:12/0  |  提交时间:2018/07/30
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:19/0  |  提交时间:2018/07/30
Decision and Performance Analysis of a Price-Setting Manufacturer with Options under a Flexible-Cap Emission Trading Scheme (ETS) 期刊论文
Sustainability, 2018, 卷号: Vol.10 No.10, 页码: 22
作者:  Wang, S.a,b;  Wu, Z.a;  Yang, B.a
收藏  |  浏览/下载:3/0  |  提交时间:2019/11/21


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