Yuexiang Wu

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

656

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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
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
University of Glasgow, University of Glasgow and University of Leicester - Department of Mathematics
Downloads 90 (423,909)

Abstract:

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Asian Options, Stochastic Convenience Yield, Jump Diffusion, Derivatives