Jr-Wei Huang
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Person:4555161
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 |
|---|---|---|
| Detecting and modelling the jump risk of \(\text{CO}_2\) emission allowances and their impact on the valuation of option on futures contracts Quantitative Finance | 2021-07-16 | Paper |
| Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
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