Jia-Hau Guo
From MaRDI portal
Person:2211003
Available identifiers
zbMath Open guo.jia-hauMaRDI QIDQ2211003
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 |
|---|---|---|
| A value-at-risk analysis of carry trades using skew-GARCH models | 2023-03-13 | Paper |
| A generalization of option pricing to price-limit markets | 2020-11-10 | Paper |
| A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model | 2008-04-29 | Paper |
Research outcomes over time
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