Items where Author is "Ma, Chenghu"
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Article
Liu, Xiaoquan and Cao, Yi and Ma, Chenghu and Shen, Liya (2019) 'Wavelet-based option pricing: An empirical study.' European Journal of Operational Research, 272 (3). pp. 1132-1142. ISSN 0377-2217
Haven, Emmanuel and Liu, Xiaoquan and Ma, Chenghu and Shen, Liya (2009) 'Revealing the implied risk-neutral MGF from options: The wavelet method.' Journal of Economic Dynamics and Control, 33 (3). pp. 692-709. ISSN 0165-1889