Miao Han

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
Group inference of high-dimensional single-index models Journal of Nonparametric Statistics	2025-12-11	Paper
Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models Communications in Statistics. Theory and Methods	2024-05-17	Paper
Correlation options pricing with exchange rate risk under regime-switching jump-diffusion models	2024-01-23	Paper
Robust inference for high‐dimensional single index models Scandinavian Journal of Statistics	2024-01-02	Paper
Robust inference for subgroup analysis with general transformation models Journal of Statistical Planning and Inference	2023-10-17	Paper
Pricing and hedging for correlation options with regime switching and common jump risk Communications in Statistics: Theory and Methods	2023-07-28	Paper
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models Communications in Statistics: Theory and Methods	2022-05-23	Paper
scientific article; zbMATH DE number 7448772 (Why is no real title available?)	2021-12-17	Paper
Pricing vulnerable options with market prices of common jump risks under regime-switching models Discrete Dynamics in Nature and Society	2019-02-20	Paper
Asian option pricing with transaction costs and dividends under the fractional Brownian motion model Journal of Applied Mathematics	2019-02-01	Paper
Asian option pricing with monotonous transaction costs under fractional Brownian motion Journal of Applied Mathematics	2018-10-10	Paper
Joint analysis of recurrent event data with additive-multiplicative hazards model for the terminal event time Metrika	2018-07-31	Paper
A class of partially linear transformation models for recurrent gap times Communications in Statistics: Theory and Methods	2018-04-27	Paper
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process Computational and Applied Mathematics	2015-10-23	Paper
Limiting behavior of least absolute deviation (LAD) estimators for PARMA models	2011-09-29	Paper
scientific article; zbMATH DE number 2186099 (Why is no real title available?)	2005-07-04	Paper

Research outcomes over time

This page was built for person: Miao Han