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Citations per year
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Cited by
All
Since 2019
Citations
28
28
h-index
2
2
i10-index
1
1
0
10
5
2020
2021
2022
2023
2024
1
7
9
8
3
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Hongkai Cao
Unknown affiliation
Verified email at stevens.edu
Algorithmic trading
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Year
Valuation of VIX and target volatility options with affine GARCH models
H Cao, A Badescu, Z Cui, SK Jayaraman
Journal of Futures Markets 40 (12), 1880-1917
, 2020
23
2020
Discrete-time variance-optimal deep hedging in affine GARCH models
H Cao, Z Cui, Y Liu
Available at SSRN 3659275
, 2020
4
2020
Options valuation and calibration for leveraged exchange-traded funds with Heston–Nandi and inverse Gaussian GARCH models
H Cao, R Chatterjee, Z Cui
International Journal of Financial Engineering 6 (03), 1950027
, 2019
1
2019
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