Publications-Scopus引用排序

Showing 1-25 of 30

Date Title Type  Full Text Scopus▼ WOS
2005-01 Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension article (1332) 19 25
2009-01 Modelling VaR for Foreign-asset Portfolios in Continuous Time article (914) 11 9
2008-07 Closed-Form Mortgage Valuation Using Reduced-Form Model article (1043) 11 10
2003-01 The valuation of reset options with multiple strike resets and reset dates article (1056) 10 10
2002 The Valuation of Reset Options with Multipla Strike Resets and Reset Dates article (1041) 10 10
2009-02 Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model article (808) 10 4
2009 Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks article (1717) 10 10
2015-07 State-dependent jump risks for American gold futures option pricing article (356) 9 9
2006-01 The Valuation of European Options When Asset Returns Are Autocorrelated article (969) 8 5
2006-09 Valuation and Optimal Strategies of Convertible Bonds article (1195) 8 8
2002 Pricing Arithmetic Average Reset Options with Control Variates article (743) 7 無資料
2012.08 The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China article (837) 7 8
2014.04 Pricing gold options under Markov-modulated jump-diffusion processes article (750) 4 無資料
2015-12 Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy article (350) 4 6
2009-10 Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes article (988) 4 3
2009-10 Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes article (1001) 4 3
2012 The development of a real-time valuation service of financial derivatives conference (795) 3 無資料
2017 Product market competition, R&D investment choice, and real earnings management article (286) 3 無資料
2010-04 Warrant Introduction Effects on Stock Return Processes article (1036) 3 無資料
2003 Pricing Models of Equity Swaps article (919) 3 3
2012.04 The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory article (962) 2 2
2009-02 The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes article (941) 2 無資料
2013-07 Determinants of the adoption of executive stock options in china article (512) 2 無資料
2010.11 Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing article (897) 2 2
2013.07 An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions article (1322) 2 2