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1

An explicit finite difference approach to the pricing of barrier options

Boyle, Phelim P., Tian, Yisong (Sam)

Journal:

Applied Mathematical Finance

Year:

1998

Language:

english

File:

PDF, 424 KB

english, 1998

2

Implied Binomial Trees with Cubic Spline Smoothing

Journal:

The Journal of Derivatives

Year:

2015

Language:

english

File:

PDF, 1.47 MB

english, 2015

3

A flexible binomial option pricing model

Tian, Yisong ?Sam?

Journal:

Journal of Futures Markets

Year:

1999

Language:

english

File:

PDF, 829 KB

english, 1999

4

Pricing Complex Barrier Options under General Diffusion Processes

Journal:

The Journal of Derivatives

Year:

1999

Language:

english

File:

PDF, 179 KB

english, 1999

5

Arbitrage, Liquidity, and the Valuation of Exchange Traded Funds

Lucy F. Ackert, Yisong S. Tian

Journal:

Financial Markets, Institutions & Instruments

Year:

2008

Language:

english

File:

PDF, 226 KB

english, 2008

6

The Model-Free Implied Volatility and Its Information Content

Jiang, George J., Tian, Yisong S.

Journal:

Review of Financial Studies

Year:

2005

Language:

english

File:

PDF, 312 KB

english, 2005

7

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Journal:

The Journal of Derivatives

Year:

2011

Language:

english

File:

PDF, 1.09 MB

english, 2011

8

Efficiency in index options markets and trading in stock baskets

Lucy F Ackert, Yisong S Tian

Journal:

Journal of Banking & Finance

Year:

2001

Language:

english

File:

PDF, 168 KB

english, 2001

9

A reexamination of portfolio insurance: The use of index put options

Journal:

Journal of Futures Markets

Year:

1996

Language:

english

File:

PDF, 1.16 MB

english, 1996

10

Duration measures, immunization, and utility maximization

Eliezer Z. Prisman, Yisong Tian

Journal:

Journal of Banking & Finance

Year:

1993

Language:

english

File:

PDF, 1.05 MB

english, 1993

11

Pricing Lookback and Barrier Options under the CEV Process

Phelim P. Boyle and Yisong "Sam" Tian

Journal:

Journal of Financial and Quantitative Analysis

Year:

1999

Language:

english

File:

PDF, 436 KB

english, 1999

12

A trinomial option pricing model dependent on skewness and kurtosis

Yisong Sam Tian

Journal:

International Review of Economics & Finance

Year:

1998

Language:

english

File:

PDF, 741 KB

english, 1998

13

Director networks and initial public offerings

Feng, Yi, Song, Keke, Tian, Yisong S.

Journal:

Journal of Banking & Finance

Year:

2019

Language:

english

File:

PDF, 706 KB

english, 2019

14

A modified lattice approach to option pricing

Journal:

Journal of Futures Markets

Year:

1993

Language:

english

File:

PDF, 809 KB

english, 1993

15

Extracting Model-Free Volatility from Option Prices

Jiang, George J, Tian, Yisong S

Journal:

The Journal of Derivatives

Year:

2007

Language:

english

File:

PDF, 2.32 MB

english, 2007

16

Optimal bond trading and the tax-timing option in Canada

Eliezer Z. Prisman, Gordon S. Roberts, Yisong Tian

Journal:

Journal of Banking & Finance

Year:

1996

Language:

english

File:

PDF, 658 KB

english, 1996

17

The Introduction of Toronto Index Participation Units and Arbitrage Opportunities in the Toronto 35 Index Option Market

Ackert, Lucy E, Tian, Yisong S

Journal:

The Journal of Derivatives

Year:

1998

Language:

english

File:

PDF, 699 KB

english, 1998

18

Misreaction or misspecification? A re-examination of volatility anomalies

George J. Jiang, Yisong S. Tian

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 494 KB

english, 2010

19

A random walk down the options market

George J. Jiang, Yisong S. Tian

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 399 KB

english, 2012

20

Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 573 KB

english, 2013

21

Too much of a good incentive? The case of executive stock options

Journal:

Journal of Banking & Finance

Year:

2004

Language:

english

File:

PDF, 264 KB

english, 2004

22

Towards stable operation of a dynamic membrane bioreactor (DMBR): Operational process, behavior and retention effect of dynamic membrane

Hu, Yisong, Wang, Xiaochang C., Tian, Wenrui, Ngo, Huu Hao, Chen, Rong

Journal:

Journal of Membrane Science

Year:

2016

Language:

english

File:

PDF, 1.75 MB

english, 2016

23

[IEEE 2015 IEEE International Conference on Advanced Intelligent Mechatronics (AIM) - Busan, South Korea (2015.7.7-2015.7.11)] 2015 IEEE International Conference on Advanced Intelligent Mechatronics (AIM) - Analysis for the power loss of electro hydrostatic actuator and hydraulic actuator

Hu, Wunong, Zhou, Lei, Tian, Yisong, Jiao, Zongxia, Shang, Yaoxing, Song, Zengning, Yan, Liang

Year:

2015

Language:

english

File:

PDF, 250 KB

english, 2015

24

Immunization in Markets with Tax-Clientele Effects: Evidence from the Canadian Market

Eliezer Z. Prisman and Yisong Tian

Journal:

Journal of Financial and Quantitative Analysis

Year:

1994

Language:

english

File:

PDF, 466 KB

english, 1994

25

The value and incentive effects of nontraditional executive stock option plans

Shane A. Johnson, Yisong S. Tian

Journal:

Journal of Financial Economics

Year:

2000

Language:

english

File:

PDF, 327 KB

english, 2000

26

Indexed executive stock options

Shane A Johnson, Yisong S Tian

Journal:

Journal of Financial Economics

Year:

2000

Language:

english

File:

PDF, 269 KB

english, 2000

27

Optimal Bond Trading with Tax Clienteles: A Discrete-Time Dynamic Trading Model

Journal:

Financial Review

Year:

1996

Language:

english

File:

PDF, 1.21 MB

english, 1996

28

Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R

Jiang, George J., Tian, Yisong S.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2010

Language:

english

File:

PDF, 200 KB

english, 2010

29

Effect of Cooling Rate on Microstructure Evolution and Hardness of Steel Balls

Song, Mengchao, Tian, Yahong, Wang, Ran, Pu, Yisong, Wang, Baoqi

Journal:

Transactions of the Indian Institute of Metals

Year:

2020

Language:

english

File:

PDF, 2.90 MB

english, 2020

30

Gauging the Investor Fear Gauge: Implementation Problems of the CBOE's New Volatility Index

Jiang, George J., Tian, Yisong S.

Journal:

SSRN Electronic Journal

Year:

2005

File:

PDF, 565 KB

2005

31

[IEEE IEEE International Vehicle Electronics Conference (IVEC'99) - Changchun, China (6-9 Sept. 1999)] Proceedings of the IEEE International Vehicle Electronics Conference (IVEC'99) (Cat. No.99EX257) - Study and application of a constrained multi-objective optimization algorithm

Liu Fu,, Jintu Fan,, Li Yuanchun,, Tian Yantao,, Dai Yisong,

Year:

1999

Language:

english

File:

PDF, 231 KB

english, 1999

32

Executive Compensation and Corporate Fraud

Johnson, Shane A., Ryan, Harley E., Tian, Yisong S.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 186 KB

english, 2003

33

Conductively coupled flexible silicon electronic systems for chronic neural electrophysiology

Li, Jinghua, Song, Enming, Chiang, Chia-Han, Yu, Ki Jun, Koo, Jahyun, Du, Haina, Zhong, Yishan, Hill, Mackenna, Wang, Charles, Zhang, Jize, Chen, Yisong, Tian, Limei, Zhong, Yiding, Fang, Guanhua, Viv

Journal:

Proceedings of the National Academy of Sciences

Year:

2018

Language:

english

File:

PDF, 1.50 MB

english, 2018

34

SUBORDINATED BINOMIAL OPTION PRICING

Carolyn W. Chang, Jack S. K. Chang, Yisong Sam Tian

Journal:

Journal of Financial Research

Year:

2006

Language:

english

File:

PDF, 237 KB

english, 2006

35

Inhibitory Effect of Glutathione on Oxidative Liver Injury Induced by Dengue Virus Serotype 2 Infections in Mice

Wang, Juan, Chen, Yanlei, Gao, Na, Wang, Yisong, Tian, Yanping, Wu, Jiangman, Zhang, Junlei, Zhu, Junping, Fan, Dongying, An, Jing, Jin, Xia

Journal:

Year:

2013

Language:

english

File:

PDF, 453 KB

english, 2013

36

Trace detection of polycyclic aromatic hydrocarbons in environmental waters by SERS

Zhou, Zhifan, Lu, Jianglong, Wang, Juyong, Zou, Yisong, Liu, Tao, Zhang, Yulong, Liu, Guokun, Tian, Zhongqun

Journal:

Spectrochimica Acta Part A: Molecular and Biomolecular Spectroscopy

Year:

2020

Language:

english

File:

PDF, 1.06 MB

english, 2020

37

Microstructure gradient characteristics and mechanical properties of friction stir welded high strength QP980 steel

Lin, Hongtao, Jiang, Haitao, Wang, Yisong, Tian, Shiwei

Journal:

Materials Research Express

Year:

2019

File:

PDF, 2.54 MB

2019

38

BRG1-mediated immune tolerance: facilitation of Treg activation and partial independence of chromatin remodelling

Chaiyachati, Barbara H, Jani, Anant, Wan, Yisong, Huang, Haichang, Flavell, Richard, Chi, Tian

Journal:

The EMBO Journal

Year:

2013

Language:

english

File:

PDF, 1.79 MB

english, 2013

39

Enhancing managerial equity incentives with moving average payoffs

Tian, Yisong S.

Journal:

Journal of Futures Markets

Year:

2020

File:

PDF, 1.74 MB

2020

40

[IEEE 2020 5th International Conference on Power and Renewable Energy (ICPRE) - Shanghai, China (2020.9.12-2020.9.14)] 2020 5th International Conference on Power and Renewable Energy (ICPRE) - Research and Implementation of ZFW20A-252 GIS Intelligent Control Unit

Hanxu, Wu, Yisong, Zhao, Feiming, Wang, Nan, Wang, Bowen, Tian, Bing, Li

Year:

2020

File:

PDF, 2.90 MB

2020

41

Chromatin remodeling complex in Treg function

Anant Jani, Tian Chi, Yisong Y. Wan

Journal:

International Immunopharmacology

Year:

2009

Language:

english

File:

PDF, 135 KB

english, 2009

42

Suppression of edge magnetism in a titanium-embedded zigzag graphene nanoribbon

Xiaoling, Lü, Yisong, Zheng, Wenjing, Tian, Guodong, Yu

Journal:

Journal of Applied Physics

Year:

2012

Language:

english

File:

PDF, 2.05 MB

english, 2012

43

Implied Binomial Trees with Cubic Spline Smoothing

Tian, Yisong S.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 217 KB

english, 2012

44

Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

Lucy F. Ackert and Yisong S. Tian

Journal:

Financial Management

Year:

2000

Language:

english

File:

PDF, 2.89 MB

english, 2000

45

Gene Expression Profiling in Winged and Wingless Cotton Aphids, Aphis gossypii (Hemiptera: Aphididae)

Yang, Xiaowei, Liu, Xiaoxia, Xu, Xiangli, Li, Zhen, Li, Yisong, Song, Dongyan, Yu, Tian, Zhu, Fang, Zhang, Qingwen, Zhou, Xuguo

Journal:

International Journal of Biological Sciences

Year:

2014

Language:

english

File:

PDF, 698 KB

english, 2014

46

[IEEE 2012 10th IEEE International Conference on Industrial Informatics (INDIN) - Beijing, China (2012.07.25-2012.07.27)] IEEE 10th International Conference on Industrial Informatics - The application of a polynomial fit based simulation method in hydraulic actuator control system

Jinyong, Wang, Yisong, Tian

Year:

2012

Language:

english

File:

PDF, 307 KB

english, 2012

47

Transcriptomic Profiling Reveals Metabolic and Regulatory Pathways in the Desiccation Tolerance of Mungbean (Vigna radiata [L.] R. Wilczek)

Tian, Xiangrong, Li, Sidi, Liu, Yisong, Liu, Xuanming

Journal:

Frontiers in Plant Science

Year:

2016

Language:

english

File:

PDF, 2.93 MB

english, 2016

48

Executive Compensation and the Corporate Spin-Off Decision

Feng, Yi, Nandy, Debarshi K., Tian, Yisong S.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 149 KB

english, 2011

49

Option Expensing and Managerial Equity Incentives

Yi Feng, Yisong S. Tian

Journal:

Financial Markets, Institutions & Instruments

Year:

2009

Language:

english

File:

PDF, 270 KB

english, 2009

50

Extracting Model-Free Volatility from Option Prices: An Examination of the Vix Index

Jiang, George J., Tian, Yisong S.

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 230 KB

english, 2006

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