Zhengjun Zhang

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

234

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (2)

Option Bounds and Second Order Arbitrage Opportunities

Lancaster University Management School Working Paper No. 2004/053
Number of pages: 75 Posted: 22 Nov 2004 Last Revised: 17 Feb 2009
James Huang and Zhengjun Zhang
Lancaster University - Department of Accounting and Finance and affiliation not provided to SSRN
Downloads 194 (202,290)
Citation 5

Abstract:

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Option bounds, option pricing, stochastic dominance, arbitrage opportunities, risk averse

2.

Testing for Self-exciting Jumps in Bitcoin Returns

Number of pages: 43 Posted: 22 Oct 2020 Last Revised: 07 Sep 2021
Chuanhai Zhang, Zhengjun Zhang and Mengyu Xu
Zhongnan University of Economics and Law - School of Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 40 (538,315)

Abstract:

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Bitcoin; self-excitation; good jumps; bad jumps; high frequency data; FinTech