Xinfeng Ruan
Xinfeng Ruan
Verified email at otago.ac.nz - Homepage
Title
Cited by
Cited by
Year
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity
J Huang, W Zhu, X Ruan
Journal of Computational and Applied Mathematics 263, 152-159, 2014
282014
Risk-neutral moments in the crude oil market
X Ruan, JE Zhang
Energy Economics 72, 583-600, 2018
152018
Investor attention and market microstructure
X Ruan, JE Zhang
Economics Letters 149, 125-130, 2016
122016
Equilibrium asset pricing under the LÚvy process with stochastic volatility and moment risk premiums
X Ruan, W Zhu, J Huang, JE Zhang
Economic Modelling 54, 326-338, 2016
122016
Equilibrium variance risk premium in a cost-free production economy
X Ruan, JE Zhang
Journal of Economic Dynamics and Control 96, 42-60, 2018
112018
Volatility-of-volatility and the cross-section of option returns
X Ruan
Journal of Financial Markets 48, 100492, 2020
9*2020
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices
J Cao, X Ruan, W Zhang
Journal of Futures Markets 40 (6), 945-973, 2020
72020
Exponential stability of stochastic differential equation with mixed delay
W Zhu, J Huang, X Ruan, Z Zhao
Journal of Applied Mathematics 2014, 2014
62014
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method
X Ruan, W Zhu, S Li, J Huang
Mathematical Problems in Engineering 2013, 2013
52013
The implied volatility smirk of commodity options
X Jia, X Ruan, JE Zhang
Journal of Futures Markets 41 (1), 72-104, 2021
4*2021
Left-tail risk in China
F Zhen, X Ruan, JE Zhang
Pacific-Basin Finance Journal 63, 101391, 2020
42020
Pricing VIX derivatives with infinite‐activity jumps
J Cao, X Ruan, S Su, W Zhang
Journal of Futures Markets 40 (3), 329-354, 2020
42020
Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility
X Ruan, W Zhu, S Li, J Huang
Abstract and Applied Analysis 2013, 2013
42013
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity
J Huang, W Zhu, X Ruan
Journal of Applied Mathematics 2013, 2013
42013
Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market
S Li, Y Zhou, X Ruan, B Wiwatanapataphee
Abstract and Applied Analysis 2014, 2014
32014
Optimal portfolio and consumption with habit formation in a jump diffusion market
X Ruan, W Zhu, J Hu, J Huang
Applied Mathematics and Computation 222, 391-401, 2013
32013
Exponential stability of stochastic nonlinear dynamical price system with delay
W Zhu, X Ruan, Y Qin, J Zhuang
Mathematical Problems in Engineering 2013, 2013
32013
Ambiguity on uncertainty and the equity premium
X Ruan, JE Zhang
Finance Research Letters 38, 101429, 2021
22021
Can the relative price ratio of gold to platinum predict the Chinese stock market?
X Han, X Ruan, Y Tan
Pacific-Basin Finance Journal 62, 101379, 2020
22020
Moment spreads in the energy market
X Ruan, JE Zhang
Energy Economics 81, 598-609, 2019
22019
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Articles 1–20