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成果名称 |
成果形式 |
出版或发表（转载）刊物 |
出版或发表时间或期号 |
作者 |
Variance-constrained canonical least-squares Monte Carlo: An accurate method for pricing American options |
论文 |
North American Journal of Economics and Finance |
2014.28p77-89 |
Qiang Liu, Shuxin Guo |
Canonical distribution, implied binomial tree, and the pricing of American options |
论文 |
Journal of Futures Markets |
2013.33p183-198 |
Qiang Liu, Shuxin Guo |
美式期权FHS-GARCH-LSM定价新方法 |
论文 |
复旦学报（自然科学版） |
2012.04p83-88 |
刘强 向赟 |
The puzzle of warrants trading below their intrinsic values in China’s A-share markets |
论文 |
International Review of Applied Financial Issues and Economics |
2011.03p547-557 |
Qiang Liu, Song-Ping Zhu, Wei Fan |
Optimal approximations of nonlinear payoffs in static replication |
论文 |
Journal of Futures Markets |
2010. 30p1082-1099 |
Qiang Liu |
Pricing American options by canonical least-squares Monte Carlo |
论文 |
Journal of Futures Markets |
2010.30p175-187 |
Qiang Liu |
China’s securities markets: Challenges, innovations, and the latest developments |
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International Finance Review |
2008.08p245-262 |
Xinyi Yuan, Wei Fan, Qiang Liu |
Implementing reusable mathematical procedures using C++ |
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C/C++ Users Journal |
2001.06p22-29 |
Qiang Liu |
