Chi Hung Yuen
From MaRDI portal
Person:2800052
Available identifiers
zbMath Open yuen.chi-hungMaRDI QIDQ2800052
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models | 2018-09-18 | Paper |
| RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES | 2016-04-14 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Chi Hung Yuen
