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!
| Publication | Date of Publication | Type |
|---|---|---|
| Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model Frontiers of Mathematical Finance | 2022-08-30 | Paper |
| Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options Operations Research | 2009-07-05 | Paper |
| A note on perturbation analysis estimators for American-style options Probability in the Engineering and Informational Sciences | 2000-01-01 | Paper |
Research outcomes over time
This page was built for person: Rongwen Wu
