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Financial Futures, Options, and Swaps
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Financial Futures, Options, and Swaps (1990)Financial Futures, Options, and SwapsPricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis (2000)Pricing dynamics of index opt…Hedging derivative securities with genetic programming (1999)Hedging derivative securities…THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)Arbitrage in Stock Index Futures (1990)Trading costs and the relative rates of price discovery in stock, futures, and option markets (1996)The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash (2007)Common deviation and regime-dependent dynamics in the index derivatives markets (2015)Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic (2021)The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options on Assets with Stochastic Volatilities (1987)ARCH modeling in finance (1992)
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  • 2000Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis38 cited
  • 1999Hedging derivative securities with genetic programming27 cited

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