Publications:
- How Much is the Gap? — Efficient Overnight Jump Risk-Adjusted Valuation of Leveraged Certificates (2017), Quantitative Finance, Vol. 17, No. 9, pp. 1387-1401, joint with Matthias Thul
- Influence of Price Elasticity of Demand on Monopoly Games under Different Returns to Scale Forthcoming in Mathematics and Computers in Simulation, joint with Xiaoliang Li and Jing Yang
Working Papers:
- Green Goodwill and Effectiveness of Carbon Abatement Policies: Static and Dynamic Perspectives (Under Review)
- Presale Discounts and Risk Sharing: Theory and Evidence from the Hong Kong Real Estate Market (Under Review)
- The Macroeconomic Implications of Limited Arbitrage (Under Review)
- Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model (Under Review)
- Recursive equilibria in dynamic economies with bounded rationality