The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black-Scholes Model

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Financial Engineering and the Japanese Markets, Vol. 17, Iss. 4, 2010-12 ,pp. : 391-436

Springer Publishing Company

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Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility

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Financial Engineering and the Japanese Markets, Vol. 17, Iss. 2, 2010-06 ,pp. : 99-111

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An application of the ARIMA model to real-estate prices in Hong Kong

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Journal of Property Finance, Vol. 8, Iss. 2, 1997-02 ,pp. : 152-163

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Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data

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Review of Quantitative Finance and Accounting, Vol. 23, Iss. 4, 2004-12 ,pp. : 299-312

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Remarks on the Nonlinear Black-Scholes Equations with the Effect of Transaction Costs

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Financial Engineering and the Japanese Markets, Vol. 17, Iss. 3, 2010-09 ,pp. : 241-259

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