Yuexiang Wu

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

  • University of Glasgow

SCHOLARLY PAPERS

2

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656

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Scholarly Papers (2)

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1.

Trading Time Seasonality in Commodity Futures: An Opportunity for Arbitrage in the Natural Gas and Crude Oil Markets?

Number of pages: 32 Posted: 25 Feb 2021
Christian-Oliver Ewald, Erik Haugom, Gudbrand Lien, Ståle Størdal and Yuexiang Wu
University of Glasgow, Inland Norway University of Applied Sciences, Inland School of Business and Social Sciences, Lillehammer University College and University of Glasgow
Downloads 566 (74,302)

Abstract:

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seasonality, futures, arbitrage, alpha

2.

Pricing Asian Options with Stochastic Convenience Yield and Jumps

Number of pages: 32 Posted: 30 Jan 2020 Last Revised: 30 Jul 2020
Christian-Oliver Ewald, Yuexiang Wu and Aihua Zhang
University of Glasgow, University of Glasgow and University of Leicester - Department of Mathematics
Downloads 90 (423,909)

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Asian Options, Stochastic Convenience Yield, Jump Diffusion, Derivatives