Nien-Lin Liu

Available identifiers

zbMath Open liu.nien-linMaRDI QIDQ1684767

List of research outcomes

Publication	Date of Publication	Type
L2-convergence rate for the discretization error of functions of Lévy process	2022-07-05	Paper
Expressions of forward starting option price in Hull-White stochastic volatility model	2022-06-17	Paper
MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS	2018-09-04	Paper
Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis	2017-12-12	Paper
A comparative study of principal component analysis on term structure of interest rates	2013-08-09	Paper
Fourier estimation method applied to forward interest rates	2013-08-09	Paper
Numerical study on a type I error of a random walk hypothesis on interest rates	2012-06-04	Paper

Research outcomes over time

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