George J. Jiang

Available identifiers

zbMath Open jiang.george-jMaRDI QIDQ295394

List of research outcomes

Publication	Date of Publication	Type
The time delay restraining the herd behavior with Bayesian approach	2022-06-30	Paper
Testing for jumps when asset prices are observed with noise -- a ``swap variance approach	2016-06-13	Paper
ECF estimation of Markov models where the transition density is unknown	2011-05-31	Paper
STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING	2008-09-03	Paper
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	2002-02-10	Paper

Research outcomes over time

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