Wan-Ling Chao

Available identifiers

zbMath Open chao.wan-lingMaRDI QIDQ342131

List of research outcomes

Publication	Date of Publication	Type
Option pricing under jump-diffusion models with mean-reverting bivariate jumps	2018-08-27	Paper
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes	2018-04-11	Paper
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process	2016-11-17	Paper

Research outcomes over time

This page was built for person: Wan-Ling Chao