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Commodity Futures Report Text Sentiment and Returns |
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| 2025-12 |
Physical Climate Change Risk and ESG Green Premium |
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| 2025-09 |
高階動差風險溢價—基於中介選擇權定價模型的新論述 |
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| 2025-08 |
An Empirical Study of the Chen-Hsieh-Huang Model |
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| 2025-03 |
A Graphic Model for the Term Structure of Interest Rates |
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| 2023-12 |
COVID-19 and commodity pricing premium: evidence from the Chinese market |
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| 2023-10 |
Market States and Lottery Preference: Evidence from Chinese Open-End Funds |
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| 2023-09 |
An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence |
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| 2023-03 |
CMS Spread Options Pricing under the CHH Model |
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| 2022-11 |
Predictive power of the implied volatility term structure in the fixed-income market |
article |
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| 2019-12 |
A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR |
article |
web page(376) |
| 2019-04 |
Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market |
article |
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| 2018-11 |
Jump risk and option liquidity in an incomplete market |
article |
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| 2018-08 |
It Is Time to Shift Log-normal |
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| 2018-06 |
Crash risk and risk neutral densities |
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