Caiyan Liu
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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 International Journal of Computer Mathematics | 2024-08-21 | Paper |
| Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude International Journal of Computer Mathematics | 2017-07-28 | Paper |
Research outcomes over time
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