Jr-Yan Wang

Available identifiers

zbMath Open wang.jr-yanMaRDI QIDQ385651

List of research outcomes

Publication	Date of Publication	Type
Consumption-Based Asset Pricing with Prospect Theory and Habit Formation	2020-12-09	Paper
Operational asymptotic stochastic dominance	2019-09-09	Paper
Rainbow trend options: valuation and applications	2018-11-09	Paper
Using forward Monte-Carlo simulation for the valuation of American barrier options	2018-06-12	Paper
The valuation of forward-start rainbow options	2015-07-09	Paper
A lattice model for option pricing under GARCH-jump processes	2013-12-02	Paper
Adaptive placement method on pricing arithmetic average options	2009-06-19	Paper
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options	2008-01-04	Paper

Research outcomes over time

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