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• 2014

  NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS

  Yu, C. (First Author), Fang, Y. (Participant Author), Zhao, X. (Participant Author), Zhang, B. (Participant Author) & Li, Z. (Participant Author), 2014, 在: Journal of Time Series Analysis. 35, 6, 页码 572-591

  科研成果: 期刊稿件 › 期刊论文

  • Volatility 100%
  • Estimation Theory 66%
  • Price 33%
  • Diffusion 16%
  • Monte Carlo Simulation 16%
  

  • Citations
    • Citation Indexes: 7
  • Usage
    • Abstract Views: 540
    • Downloads: 2
  • Captures
    • Readers: 4

  see details

• Path-dependent game options: A lookback case

  Guo, P. (First Author), Fang, Y. (Participant Author), Guo, X. (Participant Author) & Chen, Q. (Participant Author), 2014, 在: Review of Derivatives Research. 17, 1, 页码 113-124

  科研成果: 期刊稿件 › 期刊论文

  • Pricing Strategy 100%
  • Option Trading 100%
  • Time 100%
  

  • Citations
    • Citation Indexes: 2
  • Captures
    • Readers: 2

  see details

• 大数据在行动

  方跃, 1 1月 2014, 中欧名师讲坛录. 机械工业出版社

  科研成果: 书/报告/会议事项章节 › 图书章节