Zhu'e Wei

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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!

PublicationDate of PublicationType
Pricing power quanto option based on double exponential jump-diffusion model with Heston stochastic volatility
Applied Mathematics. Series A (Chinese Edition)
2026-01-07Paper
Valuation on quanto chooser option in a stochastic volatility model with jump risks2021-01-14Paper
Pricing quanto reset options in a stochastic volatility model with jump risks2020-10-27Paper
scientific article; zbMATH DE number 7235363 (Why is no real title available?)2020-08-12Paper
Valuation on Quanto options in jump-diffusion model with stochastic volatility2020-01-22Paper


Research outcomes over time


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