K.-H. Wang

Available identifiers

zbMath Open wang.king-hangMaRDI QIDQ1742046

List of research outcomes

Publication	Date of Publication	Type
Short Option Maturity Term Structures of Skewness and Excess Kurtosis*	2025-01-27	Paper
On the real rate of interest in a closed economy	2024-12-23	Paper
Financial finance	2024-11-27	Paper
Rational hedging with a diversity of implied volatilities	2024-11-26	Paper
Financial activity time	2024-01-15	Paper
Now decision theory	2023-11-08	Paper
Measuring dependence in a set of asset returns	2023-09-28	Paper
Exposure valuations and their capital requirements	2023-09-27	Paper
Option returns	2023-07-25	Paper
The economics of time as it is embedded in the prices of options§	2023-06-20	Paper
The valuation of corporations: a derivative pricing perspective	2023-04-04	Paper
Option surface statistics with applications	2022-11-16	Paper
Implied price processes anchored in statistical realizations	2022-10-19	Paper
High dimensional Markovian trading of a single stock	2022-10-19	Paper
Two sided efficient frontiers at multiple time horizons	2022-09-21	Paper
Quadratic variation, models, applications and lessons	2022-08-30	Paper
Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)	2022-07-22	Paper
Risk neutral jump arrival rates implied in option prices and their models	2022-05-10	Paper
Correlated squared returns	2021-11-09	Paper
Filtering response directions	2021-11-05	Paper
Option implied VIX, skew and kurtosis term structures	2021-10-20	Paper
Additive processes with bilateral gamma marginals	2021-02-08	Paper
Comments on ``An improved secure and efficient password and chaos-based two-party key agreement protocol	2018-04-11	Paper
Measuring and monitoring the efficiency of markets	2018-01-11	Paper
A Native APIs Protection Mechanism in the Kernel Mode against Malicious Code	2017-07-27	Paper
Propagation and transformation of periodic nonlinear shallow-water waves in basins with selected breakwater systems	2012-05-10	Paper

Research outcomes over time

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