Works by Hou, Ai-Jun


Results: 37
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    Pricing Cryptocurrency Options.

    Published in:
    Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 250, doi. 10.1093/jjfinec/nbaa006
    By:
    • Hou, Ai Jun;
    • Wang, Weining;
    • Chen, Cathy Y H;
    • Härdle, Wolfgang Karl
    Publication type:
    Article
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    VIX futures calendar spreads.

    Published in:
    Journal of Futures Markets, 2018, v. 38, n. 7, p. 822, doi. 10.1002/fut.21886
    By:
    • Hou, Ai Jun;
    • Nordén, Lars L.
    Publication type:
    Article
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