Expand icon Search icon File icon file Download

Items where Author is "Ma, Chenghu"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.


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. DOI https://doi.org/10.1016/j.ejor.2018.07.025

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. DOI https://doi.org/10.1016/j.jedc.2008.09.001

This list was generated on Sun Jun 4 09:20:23 2023 BST.