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 |
|---|---|---|
| Consumption-based asset pricing with prospect theory and habit formation Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Operational asymptotic stochastic dominance European Journal of Operational Research | 2019-09-09 | Paper |
| Rainbow trend options: valuation and applications Review of Derivatives Research | 2018-11-09 | Paper |
| Using forward Monte-Carlo simulation for the valuation of American barrier options Annals of Operations Research | 2018-06-12 | Paper |
| The valuation of forward-start rainbow options Review of Derivatives Research | 2015-07-09 | Paper |
| A lattice model for option pricing under GARCH-jump processes Review of Derivatives Research | 2013-12-02 | Paper |
| Adaptive placement method on pricing arithmetic average options Review of Derivatives Research | 2009-06-19 | Paper |
| An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options Algorithmic Aspects in Information and Management | 2008-01-04 | Paper |
Research outcomes over time
This page was built for person: Jr-Yan Wang
