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 |
|---|---|---|
| Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
| Effect of institutional deleveraging on option valuation problems Journal of Industrial and Management Optimization | 2021-09-10 | Paper |
| Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales Journal of Industrial and Management Optimization | 2019-06-21 | Paper |
Research outcomes over time
This page was built for person: Wan-Hua He
