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Author(s): Zhang, Jin E. ; Xiang, Yi HKUST affiliated (currently or previously).
Source: Quantitative finance, v. 8, (3), 2008, p. 263-284
Article, 2008

Author(s): Wu, Lixin View this author's profile ; Dai, Min
Source: Quantitative finance, v. 9, (2), 2009, p. 177-186
Article, 2009





Author(s): Li, Tengfei ; Chen, Kani View this author's profile ; Feng, Yang ; Ying, Zhiliang
Source: Quantitative Finance, v. 17, (5), May 2017, p. 763-780
Article, 2017




Author(s): Chung, Tszkin ; Kwok, Yue Kuen View this author's profile
Source: Quantitative Finance, v. 16, (10), October 2016, p. 1511-1527
Article, 2016