Article

Su, Haozhe, Chen, Ding and Newton, David (2017) Option pricing via QUAD: from Black–Scholes–Merton to Heston with jumps. Journal of Derivatives, 24 (3). pp. 9-27. ISSN 1074-1240

Chen, Ding, Härkönen, Hannu J and Newton, David P (2014) Advancing the universality of quadrature methods to any underlying process for option pricing. Journal of Financial Economics, 114 (3). pp. 600-612. ISSN 0304-405X

Conference or Workshop Item

Zhang, Xiaoxiang and Chen, Ding (2017) Sources of private information risk and asset pricing: a comparison between NYSE and HKEX. In: The 3rd Symposium on Quantitative Finance and Risk Analysis (QFRA), 15-16 June, Corfu, Greece.