Yishan Gong

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Person:2076396



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!

PublicationDate of PublicationType
A novel term-structure-based Heston model for implied volatility surface
International Journal of Computer Mathematics
2024-08-21Paper
Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model
Journal of Industrial and Management Optimization
2022-02-16Paper


Research outcomes over time


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