Jianfen Feng

University of International Business and Economics (UIBE) - School of Banking and Finance

No.10, Huixindong Street

Chaoyang District

Beijing, 100029

China

  • University of International Business and Economics (UIBE) - School of Banking and Finance

SCHOLARLY PAPERS

2

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244

SSRN CITATIONS

5

CROSSREF CITATIONS

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Scholarly Papers (2)

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1.

Net Buying Pressure and the Information in Bitcoin Option Trades

Number of pages: 35 Posted: 04 Oct 2021 Last Revised: 22 Apr 2022
Carol Alexander, Jun Deng, Jianfen Feng and Huning Wan
University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics (UIBE)
Downloads 197 (246,258)
Citation 5

Abstract:

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Deribit options; Informed traders; Market makers; Volatility information; Directional information;

2.

A Set-Valued Markov Chain Approach to Credit Default

Number of pages: 41 Posted: 12 Sep 2018 Last Revised: 06 Oct 2019
Dianfa Chen, Jun Deng, Jianfen Feng and Bin Zou
Nankai University, University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Connecticut - Department of Mathematics
Downloads 47 (629,564)

Abstract:

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credit risk; collateral default obligation (CDO); Markov chain; jump diffusion; tranche spread