Dongtao Pan

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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
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes
Physica A
2022-08-15Paper
Exchange options under clustered jump dynamics
Quantitative Finance
2020-12-07Paper


Research outcomes over time


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