Wan-Hua He

Available identifiers

zbMath Open he.wanhuaMaRDI QIDQ1983755

List of research outcomes

Publication	Date of Publication	Type
Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility	2022-06-09	Paper
Effect of institutional deleveraging on option valuation problems	2021-09-10	Paper
Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales	2019-06-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wan-Hua He