Zhiyu Guo
From MaRDI portal
Person:5014201
Available identifiers
zbMath Open guo.zhiyuMaRDI QIDQ5014201
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 |
|---|---|---|
| A lattice approach for option pricing under a regime-switching GARCH-jump model | 2022-11-22 | Paper |
| Lattice-based hedging schemes under GARCH models | 2021-12-01 | Paper |
Research outcomes over time
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