The following pages link to Rongwen Wu (Q2170293):
Displaying 3 items.
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- A NOTE ON PERTURBATION ANALYSIS ESTIMATORS FOR AMERICAN-STYLE OPTIONS (Q2709782) (← links)
- Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options (Q3635170) (← links)