关注
Zerong Wang
Zerong Wang
University of Science and Technology of China
在 ustc.edu.cn 的电子邮件经过验证
标题
引用次数
引用次数
年份
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Q Wang, Z Wang
Journal of Banking & Finance 116, 105845, 2020
262020
VIX futures and its closed‐form pricing through an affine GARCH model with realized variance
Q Wang, Z Wang
Journal of Futures Markets 41 (1), 135-156, 2021
142021
Analytical Formula for Pricing European Options with Stochastic Volatility under the GARCH-PDE Approximation.
Q Wang, Q Zhang, Z Wang, Y Zhang
Journal of Derivatives 31 (4), 2024
22024
Option valuation via nonaffine dynamics with realized volatility
Y Zhang, Q Zhang, Z Wang, Q Wang
Journal of Empirical Finance 77, 101486, 2024
12024
系统目前无法执行此操作，请稍后再试。
文章 1–4
共建清朗的网络空间,如遇有害信息,请举报。
本站数据皆整合自互联网公开资源索引,方便科研学术方面查询,并不存储相关数据资源;如对此有异议,请联系我们解决.
© 2023 学术资源搜索   @联系我们 | 申请短期会员 | 数据源提交