Pengshi Li

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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
Path-dependent option pricing based on stochastic volatility model2018-01-29Paper
Pricing collar options with stochastic volatility
Discrete Dynamics in Nature and Society
2017-09-12Paper


Research outcomes over time


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