Jiayong Bao

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Person:2424928


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
Barrier option pricing in regime switching models with rebates
Acta Mathematicae Applicatae Sinica. English Series
2024-07-02Paper
Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates
Journal of Computational and Applied Mathematics
2019-06-25Paper


Research outcomes over time


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