Xingyu Han
From MaRDI portal
Person:1663929
Available identifiers
zbMath Open han.xingyuMaRDI QIDQ1663929
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 |
|---|---|---|
| VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY | 2022-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5127497 | 2020-10-27 | Paper |
| Pricing and hedging vulnerable option with funding costs and collateral | 2018-08-24 | Paper |
Research outcomes over time
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