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72271249

Funded outputs count: 9
Funder award ID: 72271249
OpenAlex ID: G1908427257
Neural Jumps for Option Pricing
2026 · Duosi Zheng, Hanzhong Guo, et al. · Journal of Futures Markets
An Instrumented Principal Component Analysis Factor Model for Chinese Equity Options Returns
2025 · Yanchu Liu, Heyang Zhou, et al. · Accounting and Finance · 1
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Latent factor models for the Chinese commodity futures markets
2025 · Yanchu Liu, Heyang Zhou, et al. · Pacific-Basin Finance Journal · 2
A blockchain and internet of things-based information infrastructure for the Chinese automotive sector carbon-credit market
2025 · Yanchu Liu, Yu Zhang, et al. · Financial Innovation · 10
PDF
Textual analysis and gold futures price forecasting: Evidence from the Chinese market
2024 · Yanchu Liu, Yu Zhang, et al. · Finance research letters · 3
Option‐Implied Ambiguity and Equity Return Predictability
2024 · Yanchu Liu, Chen Liu, et al. · Journal of Futures Markets · 5
PDF
Sequential Itô–Taylor expansions and characteristic functions of stochastic volatility models
2023 · Kailin Ding, Zhenyu Cui, et al. · Journal of Futures Markets
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
2023 · Anne MacKay, Marie-Claude Vachon, et al. · Quantitative Finance · 10
Understanding how heterogeneous agents affect Principal's returns: Perspectives from short-termism and Bayesian learning
2023 · Chuan Ding, Yang Li, et al. · Journal of Management Science and Engineering · 6
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