scientific article; zbMATH DE number 6531862

MaRDI QIDQ3461250zbMATH OpenFDO

Authors Yintian Wang, Shuosong Chen

Publication date 15 January 2016

zbMATH Keywords

volatilitywarrantsecurity marketpricing errorNGARCH model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(5)

• Testing of Warrants Market Efficiency on the Warsaw Stock Exchange — Classical Approach
• Option price and stock market momentum in China
• Theoretical models of option pricing and empirical analysis
• Option prices and stock market momentum: evidence from China
• scientific article; zbMATH DE number 7680721 (Why is no real title available?)

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