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Zhao, Bo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
451 |
Total
Citations
1 |
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1.
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Zhao, Bo
City University London - Sir John Cass Business School
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03 Sep 09
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Last Revised:
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24 Feb 10
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192
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Mean reverting, Hitting time, Interest rate, Stochastic volatility, Confluent hypergeometric function
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2.
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Zhao, Bo
City University London - Sir John Cass Business School Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC)
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137
(105,727)
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Implied volatility, Parametric model, Kummer function, SVI model
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3.
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Zhao, Bo
City University London - Sir John Cass Business School
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20 Jan 12
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Last Revised:
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11 Apr 13
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122
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Term structure, Affine process, VIX derivative, SPX derivative, multi-factor model
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Records 1 -
3
of 3 matches
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