Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2019.02.003 ◽

2020 ◽

Vol 54 ◽

pp. 100925 ◽

Author(s):

Hui Hong ◽

Zhicun Bian ◽

Naiwei Chen

Keyword(s):

Hong Kong ◽

Empirical Study ◽

Option Pricing ◽

Stochastic Volatility ◽

Leverage Effect

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The pricing of Hong Kong wattants : an empirical study of the performance of the Kassouf, Black-Scholes and constant elasticity variance option pricing models

10.5353/th_b3197729 ◽

1993 ◽

Author(s):

Wai-keung Chow

Keyword(s):

Hong Kong ◽

Empirical Study ◽

Option Pricing ◽

Pricing Models ◽

Constant Elasticity ◽

Black Scholes ◽

Variance Option

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A risk‐based option pricing strategy for property valuation: an empirical study in Hong Kong

Journal of Financial Management of Property and Construction ◽

10.1108/13664380810882075 ◽

2008 ◽

Vol 13 (1) ◽

pp. 48-59 ◽

Author(s):

Eddie C.M. Hui ◽

Ivan M.H. Ng

Keyword(s):

Hong Kong ◽

Empirical Study ◽

Option Pricing ◽

Pricing Strategy ◽

Property Valuation

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An empirical study of lay comprehension of Chinese legal reference texts in Hong Kong

International Journal of Speech Language and the Law ◽

10.1558/ijsll.v22i1.17224 ◽

2015 ◽

Vol 22 (1) ◽

pp. 79-110

Author(s):

Matthew W. L. Yeung ◽

Janny H. C. Leung

Keyword(s):

Hong Kong ◽

Empirical Study

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Empirical Study on the Behaviours of Different Types of Hong Kong Small Investorss in Their Investment

SSRN Electronic Journal ◽

10.2139/ssrn.2565780 ◽

2015 ◽

Author(s):

Sheung-Chi Chow ◽

Tai-Yuen Hon ◽

Wing-Keung Wong ◽

Kai Yin Woo

Keyword(s):

Hong Kong ◽

Empirical Study ◽

Different Types

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Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails

SSRN Electronic Journal ◽

10.2139/ssrn.275500 ◽

2001 ◽

Author(s):

Eric Jacquier ◽

Nick Polson ◽

Peter E. Rossi

Keyword(s):

Bayesian Analysis ◽

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Leverage Effect ◽

Fat Tails ◽

Volatility Model

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Barriers facing Hong Kong Internet Non-Shoppers - An Empirical Study

SSRN Electronic Journal ◽

10.2139/ssrn.287972 ◽

2001 ◽

Author(s):

Douglas Ching Shan Hui

Keyword(s):

Hong Kong ◽

Empirical Study

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Critical Point on Stochastic Volatility Option Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3046261 ◽

2017 ◽

Author(s):

Ilya I. Gikhman

Keyword(s):

Option Pricing ◽

Critical Point ◽

Stochastic Volatility

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An Empirical Study of the Option Pricing Formula with the Underlying Banned from Short Sell

SSRN Electronic Journal ◽

10.2139/ssrn.3478355 ◽

2019 ◽

Author(s):

Mesias Alfeus ◽

Xin-Jiang He ◽

Song-Ping Zhu

Keyword(s):

Empirical Study ◽

Option Pricing ◽

Pricing Formula

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Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models

SSRN Electronic Journal ◽

10.2139/ssrn.3575594 ◽

2020 ◽

Author(s):

Justin Kirkby ◽

Duy Nguyen

Keyword(s):

Option Pricing ◽

Stochastic Volatility ◽

Regime Switching ◽

Asian Option ◽

Stochastic Volatility Models ◽

Jump Diffusions ◽

Volatility Models

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Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

Review of Finance ◽

10.1023/a:1009860926279 ◽

1999 ◽

Vol 3 (3) ◽

pp. 273-310 ◽

Author(s):

George J. Jiang ◽

Pieter J. van der Sluis

Keyword(s):

Option Pricing ◽

Interest Rates ◽

Stochastic Volatility ◽

Pricing Models ◽

Stochastic Interest Rates ◽

Stochastic Interest ◽

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