Wan-Hua He

From MaRDI portal
Person:1983755

Available identifiers

zbMath Open he.wanhuaMaRDI QIDQ1983755

List of research outcomes





PublicationDate of PublicationType
Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility2022-06-09Paper
Effect of institutional deleveraging on option valuation problems2021-09-10Paper
Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales2019-06-21Paper

Research outcomes over time

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