Hengyu Wu

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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
Option valuation for the double-factor-cross-feedback infinite activity jump-diffusion model2018-07-18Paper
Option pricing for historical filtering on Levy processes driven by GARCH2013-01-24Paper
Multi-name assets exchange option pricing simulation based on pair-copulas
Mathematics in Practice and Theory
2012-10-05Paper
scientific article; zbMATH DE number 5284193 (Why is no real title available?)2008-06-03Paper
scientific article; zbMATH DE number 2221215 (Why is no real title available?)2005-10-31Paper


Research outcomes over time


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