Jr-Wei Huang
From MaRDI portal
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 |
|---|---|---|
| Detecting and modelling the jump risk of \(\text{CO}_2\) emission allowances and their impact on the valuation of option on futures contracts Quantitative Finance | 2021-07-16 | Paper |
| Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
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