Tan Wang

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

2

DOWNLOADS

35

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

How Rational Are the Option Prices of Hong Kong Dollar Exchange Rate?

Number of pages: 28 Posted: 08 Nov 2019
Samuel Drapeau, Tan Wang and Tao Wang
CAFR, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University
Downloads 34 (462,767)

Abstract:

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Fixed Exchange Rate, Hong Kong Dollar

2.

Volatility Ambiguity, Consumption and Asset Prices

Number of pages: 48
Yu Liu, Hao Wang, Tan Wang and Lihong Zhang
Tsinghua University, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Tsinghua University - School of Economics & Management
Downloads 1

Abstract:

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Volatility ambiguity, ambiguity aversion, ambiguity index, ambiguity measure, ambiguity penalty.