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China Economics and Management Academy Beijing, China
Central University of Finance and Economics (CUFE)
RePEc:edi:emcufcn (more details at EDIRC)
Research outputJump to: Articles
- Jin E. Zhang & Fang Zhen & Xiaoxia Sun & Huimin Zhao, 2017. "The Skewness Implied in the Heston Model and Its Application," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(3), pages 211-237, March.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Jin E. Zhang & Fang Zhen & Xiaoxia Sun & Huimin Zhao, 2017.
"The Skewness Implied in the Heston Model and Its Application,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 37(3), pages 211-237, March.
- Wenli Zhu & Xinfeng Ruan, 2019. "Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 507-532, February.
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