#### Narrow Search

- Format
- 27 Article
- 2 Conference paper

- Author
- 9 Kwok, Yue Kuen
- 4 Wu, Li Xin
- 4 Wu, Lixin
- 3 Leung, Kwai Sun
- 3 Wei, Kuo-chiang
- more ...
- 2 Dai, Min
- 2 Wei, K C J
- 2 Zhang, Fan
- 1 Batten, Jonathan A
- 1 Chan, D K
- 1 Chen, Andrew H
- 1 Chen, C Y
- 1 Chen, Chih-ying
- 1 Chen, Kani
- 1 Chen, Q H
- 1 Chung, Tszkin
- 1 Ciner, Cetin
- 1 Duan, J C
- 1 Feng, Yang
- 1 Gu, Z
- 1 Huang, Yao Tung
- 1 Hwang, C Y
- 1 Jiang, L S
- 1 Kwok, Yuekuen
- 1 Lee, C F
- 1 Lee, Cheng F
- 1 Lee, J C
- 1 Li, Q
- 1 Li, Tengfei
- 1 Lucey, Brian M
- 1 Park, C W
- 1 Peng, Jingjiang
- 1 Pincus, M
- 1 Ramaswamy, K P
- 1 Ramaswamy, Kadangode P
- 1 Ramaswamy, Kadangode Padmanabhan
- 1 Simonato, J G
- 1 So, Mike K P
- 1 Szilagyi, Peter G
- 1 Waegelein, J F
- 1 Waegelein, James F
- 1 Wang, L J
- 1 Wei, Kuo Chiang
- 1 Wong, Chi Ming
- 1 Wong, K P
- 1 Wu, C
- 1 Wu, Changqi
- 1 Xiang, Yi
- 1 Xue, J
- 1 Ying, Zhiliang
- 1 Zeng, Pingping
- 1 Zhang, J E
- 1 Zhang, Jin E
- 1 Zhang, Jin E.
- 1 Zheng, Wendong
- less ...

- Subject
- 3 Stochastic Volatility
- 2 Derivatives Pricing
- 2 Derivatives Securities
- 2 Methodology Of Pricing Derivatives
- 2 Option Pricing
- 2 Options Pricing
- more ...
- 2 Partially Exact And Bounded Approximations
- 2 Risk Management
- 2 Term Structure
- 1 Agency Cost
- 1 Aggregating Algorithm
- 1 Anomalies In Prices
- 1 Arithmetic Asian Options
- 1 Asian Options
- 1 Ask Price Phenomenon
- 1 Asset Pricing, Trading Volume, Bond Interest Rates (g120)
- 1 Beta Distribution
- 1 Binomial Option Pricing
- 1 C1
- 1 C19
- 1 Chaos Theory
- 1 Commodity Prices
- 1 Compensation
- 1 Conditional Kurtosis
- 1 Conditioning Variable Approach
- 1 Conditioning Variable Method
- 1 Conflict Of Interest
- 1 Contingent Convertibles
- 1 Corporate Governance
- 1 Cost-volume-profit Analysis
- 1 Director Ownership
- 1 Earnings Forecast
- 1 Earnings Response Coefficients
- 1 Econophysics
- 1 Employee Stock Options
- 1 Equity-credit Modelling
- 1 Ex Date Returns
- 1 Expected Shortfall
- 1 Exponential-affine
- 1 F3
- 1 F30
- 1 Fast Fourier Transform (fft)
- 1 Financial Analysts
- 1 Forecast Bias
- 1 Fortet Algorithms
- 1 Forward Shooting Grid
- 1 G1
- 1 G10
- 1 Implied Volatility Smirk
- 1 Incentive Compensation
- 1 Information Asymmetries
- 1 Internal And External Sources Of Equity
- 1 Investment Opportunities
- 1 Jump-diffusion Processes
- 1 Kalman Filter
- 1 Lattice Tree Methods
- 1 Libor Model
- 1 Lifelong Withdrawal Guarantees
- 1 Lookback Options
- 1 Mathematical Models
- 1 Merger
- 1 Monte Carlo Simulation
- 1 Multiple Sources Of Uncertainty
- 1 Numerical Method
- 1 Options On Discrete Variance
- 1 Overreaction
- 1 Path-dependent Options
- 1 Performance
- 1 Quasi-maximum Likelihood
- 1 Regression-based Algorithms
- 1 Reload Options
- 1 Reverse Stock Splits
- 1 Risk Aversion
- 1 Risk-neutral Skewness And Excess Kurtosis
- 1 Soft Call Requirement
- 1 Square-root Process
- 1 State-space Model
- 1 Stochastic Control Models
- 1 Stochastic Parameters
- 1 Strike Reset Feature
- 1 Swaptions
- 1 Time Vesting Requirements
- 1 Time-changed Lévy Processes
- 1 Underreaction
- 1 Utility Indifference Prices
- 1 Value At Risk
- 1 Variable Annuities
- 1 Volatility
- less ...

- Journal
- 15 Quantitative Finance
- 11 Review Of Quantitative Finance And Accounting
- 1 Encyclopedia Of Quantitative Finance
- 1 Quantitative Methods In Finance, 2006, Sydney
- 1 Quantitative Methods In Finance, Cairns, Australia

- Language
- 29 English

- Year of Publication