Research output per year
Research output per year
Search results
-
2024
Predicting the equity premium with the implied volatility spread
Cao, Q., Simin, T. & Xiao, H., Apr 8 2024, Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes). World Scientific Publishing Co., Vol. 1-4. p. 321-362 42 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access -
2015
Option pricing and hedging performance under stochastic volatility and stochastic interest rates
Cao, C., Bakshi, G. S. & Chen, Z., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 2653-2700 48 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
2 Scopus citations