Hui Lin

Nanjing University - School of Business

22 Hankou Road

Nanjing, Jiangsu 210093 210093

China

SCHOLARLY PAPERS

2

DOWNLOADS

112

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

An Option Pricing Model with Liquidity Adjustment of Underlying Asset

Number of pages: 25 Posted: 18 May 2016 Last Revised: 22 May 2016
Hui Lin and Yang Yang
Nanjing University - School of Business and Nanjing University, School of Business, Students
Downloads 112 (445,925)

Abstract:

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liquidity; BS model; no arbitrage equilibrium; finite difference

2.

Credit Risk and Equity Returns: An Augmented Fama-French Five-Factor Model in the Chinese Market

Posted: 08 Sep 2020
Tangrong Li and Hui Lin
Nanjing University - School of Business and Nanjing University - School of Business

Abstract:

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Credit Risk, Equity Returns, KMV Model, Asset Pricing