Search Results

• Variance Swap Pricing under Hybrid Jump Model

  S. Liu, B. Wiwatanapataphee, Y.H. Wu, Y. Yang

  2020-06-12

  42993 3320 Pages:594-619

• Uncertainty Quantification of Derivative Instruments

  Xianming Sun & Michèle Vanmaele

  2018-03-19

  35804 3030 Pages:343-362

• Artificial Boundary Method for European Pricing Option Problem

  Hongshan Li, Zhongyi Huang

  2020-08-15

  48528 3184 Pages:746-773

• On Pricing Options Under Two Stochastic Volatility Processes

  Wenjia Xie, Zhongyi Huang

  2024-04-16

  20872 2080 Pages:418-450