Xiao-yu Tan
From MaRDI portal
Person:1989866
Available identifiers
zbMath Open tan.xiao-yuMaRDI QIDQ1989866
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing VIX options with stochastic skew and asymmetric jumps | 2020-03-25 | Paper |
| Pricing VIX options in a 3/2 plus jumps model | 2018-10-29 | 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: Xiao-yu Tan
