Jiexiang Huang

Available identifiers

Publication	Date of Publication	Type
The Curves of Elliptic Nodes on K3 Surfaces	2023-12-19	Paper
Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility	2019-08-16	Paper
Exponential stability of stochastic systems with delay and Poisson jumps	2019-02-08	Paper
Exponential stability of stochastic differential equation with mixed delay	2019-02-01	Paper
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity	2018-10-10	Paper
Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market	2018-10-10	Paper
Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market	2018-06-22	Paper
Optimal portfolio and consumption with habit formation in a jump diffusion market	2016-01-25	Paper
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method	2014-10-13	Paper
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity	2014-07-17	Paper

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