Caiyan Liu
From MaRDI portal
Person:4976302
Available identifiers
zbMath Open liu.caiyanMaRDI QIDQ4976302
List of research outcomes
![]() | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
Publication | Date of Publication | Type |
---|---|---|
A novel term-structure-based Heston model for implied volatility surface | 2024-08-21 | Paper |
Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude | 2017-07-28 | Paper |
Research outcomes over time
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