Miao Han

Available identifiers

Publication	Date of Publication	Type
Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models	2024-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q6181947	2024-01-23	Paper
Robust inference for high‐dimensional single index models	2024-01-02	Paper
Robust inference for subgroup analysis with general transformation models	2023-10-17	Paper
Pricing and hedging for correlation options with regime switching and common jump risk	2023-07-28	Paper
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models	2022-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q5017413	2021-12-17	Paper
Pricing vulnerable options with market prices of common jump risks under regime-switching models	2019-02-20	Paper
Asian option pricing with transaction costs and dividends under the fractional Brownian motion model	2019-02-01	Paper
Asian option pricing with monotonous transaction costs under fractional Brownian motion	2018-10-10	Paper
Joint analysis of recurrent event data with additive-multiplicative hazards model for the terminal event time	2018-07-31	Paper
A class of partially linear transformation models for recurrent gap times	2018-04-27	Paper
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process	2015-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q3169573	2011-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3023281	2005-07-04	Paper

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