PeiLin Billy Hsieh
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View article: A Model-Free Lattice
A Model-Free Lattice Open
Predicting future price movements has always been one of the major topics in financial research, and there is no better method to predict the future prices of an asset than using its derivatives. In this paper, we propose a model-free latt…
View article: A Forward-Looking Index of Market Variance 
A Forward-Looking Index of Market Variance Open
View article: COVID-19 and commodity pricing premium: Evidence from the Chinese market
COVID-19 and commodity pricing premium: Evidence from the Chinese market Open
View article: A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia
A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia Open
View article: A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia
A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia Open
View article: Crash risk and risk neutral densities
Crash risk and risk neutral densities Open
View article: Jump Risk and Option Liquidity in an Incomplete Market
Jump Risk and Option Liquidity in an Incomplete Market Open