Jr-Wei Huang

From MaRDI portal
Person:4555161

Available identifiers

zbMath Open huang.jr-weiMaRDI QIDQ4555161

List of research outcomes





PublicationDate of PublicationType
Detecting and modelling the jump risk of \(\text{CO}_2\) emission allowances and their impact on the valuation of option on futures contracts2021-07-16Paper
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance2018-11-19Paper

Research outcomes over time

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