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 |
|---|---|---|
| Option pricing under jump-diffusion models with mean-reverting bivariate jumps Operations Research Letters | 2018-08-27 | Paper |
| Analysis of a jump-diffusion option pricing model with serially correlated jump sizes Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
| Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process Computers & Operations Research | 2016-11-17 | Paper |
Research outcomes over time
This page was built for person: Wan-Ling Chao
