谢谢楼主分享

楼主好人啊~~

顶起~

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看看~~~~~~~~~

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good

顶一下~~~~~~~~~~~

1、Zhu, Yingzi, and Jin E. Zhang, 2006, Variance Term Structure and VIX Futures Pricing, International Journal of Theoretical and Applied Finance, (forthcoming).

2、Zhang, Jin E., and Yingzi Zhu, 2006, VIX Futures, Journal of Futures Markets, 26(6), 521-531. Lead article.

3、Brenner, Menachem, Ernest Y. Ou, and Jin E. Zhang, 2006, Hedging Volatility Risk, Journal of Banking and Finance, 30, 811-821.

4、Shu, Jinghong, and Jin E. Zhang, 2006, Testing Range Estimators of Historical Volatility, Journal of Futures Markets, 26(3), 297-313.

5、Li, Yishen, and Jin E. Zhang, 2004, Option Pricing with Weyl-Titchmarsh Theory, Quantitative Finance, 4(4), 457-464.

6、Shu, Jinghong, and Jin E. Zhang, 2004, Pricing S&P 500 Index Options under Stochastic Volatility with the Indirect Inference Method, Journal of Derivatives Accounting, 1(2), 171-186.

7、Jiang, Lishang, Qihong Chen, Lijun Wang, and Jin E. Zhang, 2003, A New Well-posed Algorithm to Recover Implied Local Volatility, Quantitative Finance, 3(6), 451-457.

8、Zhang, Jin E., 2003, Pricing Continuously Sampled Asian Options with Perturbation Method, Journal of Futures Markets, 23(6), 535-560.

9、Shu, Jinghong, and Jin E. Zhang, 2003, The Relation Between Implied and Realized Volatility of S&P 500 Index, Wilmott, (January), 83-91.

10、Wu, D. J., Paul R. Kleindorfer, and Jin E. Zhang, 2002, Optimal Bidding and Contracting Strategies for Capital-Intensive Goods, European Journal of Operational Research, 137(3), 657-676.

11、Zhang, Jin E., 2001, A Semi-analytical Method for Pricing and Hedging Continuously Sampled Arithmetic Average Rate Options. Journal of Computational Finance, 5(1), 59-79.

12、Wu, Xueping, and Jin E. Zhang, 1999, Options on the Minimum or the Maximum of Two Average Prices. Review of Derivatives Research, 3(2), 183-204.

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