Chi Hung Yuen
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Person:2800052
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 |
|---|---|---|
| Pricing exotic discrete variance swaps under the 3/2-stochastic volatility models Applied Mathematical Finance | 2018-09-18 | Paper |
| Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes International Journal of Theoretical and Applied Finance | 2016-04-14 | Paper |
Research outcomes over time
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