Follow
Hongkai Cao
Hongkai Cao
Unknown affiliation
Verified email at stevens.edu
Title
Cited by
Cited by
Year
Valuation of VIX and target volatility options with affine GARCH models
H Cao, A Badescu, Z Cui, SK Jayaraman
Journal of Futures Markets 40 (12), 1880-1917, 2020
232020
Discrete-time variance-optimal deep hedging in affine GARCH models
H Cao, Z Cui, Y Liu
Available at SSRN 3659275, 2020
42020
Options valuation and calibration for leveraged exchange-traded funds with Heston–Nandi and inverse Gaussian GARCH models
H Cao, R Chatterjee, Z Cui
International Journal of Financial Engineering 6 (03), 1950027, 2019
12019
The system can't perform the operation now. Try again later.
Articles 1–3