Shican Liu

Available identifiers

zbMath Open liu.shicanMaRDI QIDQ2020533

List of research outcomes

Publication	Date of Publication	Type
Mean-variance portfolio with wealth and volatility dependent risk aversion	2024-08-26	Paper
The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach	2021-10-22	Paper
Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses	2021-07-29	Paper
Variance Swap Pricing under Hybrid Jump Model	2021-04-27	Paper
Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion	2021-04-23	Paper
Variance swap pricing under Markov-modulated jump-diffusion model	2021-03-12	Paper
Optimal portfolio selection of mean-variance utility with stochastic interest rate	2021-01-25	Paper
Option pricing under the jump diffusion and multifactor stochastic processes	2019-05-16	Paper

Research outcomes over time

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