HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH

by YAP KIAN LEONG NELSON
Published 2021

Do government linked companies hold more cash?

by LIU, Chenxi, YAP, Kian Leong Nelson, ZHOU, Sili
Published 2016

Intraday information from S&P 500 index futures options

by LIM, Kian Guan, YING, Chen, YAP, Kian Leong Nelson
Published 2019

Hedging derivative securities with volatility futures

by YAP, Kian Leong Nelson, LIM, Kian Guan, ZHAO, Yibao
Published 2016