Hongxi Lin

MaRDI QIDQ3193419zbMATH OpenFDO

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
Analyzing pricing of convertible bonds with stochastic interest rate model	2019-10-02	Paper
Parameter estimation of Hull-White model for short term interest rate	2019-09-20	Paper
Impact analysis of mean reverting function to short term rate model with stochastic volatilities	2019-06-21	Paper
Non-parametric estimation for short term interest rate model by P-spline	2017-10-20	Paper
Parametric estimation of Hull-White model for stochastic volatility	2017-07-14	Paper
Bayesian option pricing using stochastic volatility models with fat-tailed errors	2015-12-02	Paper
Pricing of perpetual corporate debt and optimal capital structure in jump-diffusion model	2015-10-28	Paper
Parameter estimation and model comparison for interest rate models based on coupon market-data	2015-02-11	Paper
A novel approach to teach mixed strategy Nash equilibrium	2014-02-28	Paper

Research outcomes over time

This page was built for person: Hongxi Lin