The following pages link to Wen-Ting Chen (Q315620):
Displaying 35 items.
- An inverse finite element method for pricing American options (Q315621) (← links)
- Pricing Parisian and Parasian options analytically (Q318348) (← links)
- (Q493983) (redirect page) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
- The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
- An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
- Stock loan valuation under a stochastic interest rate model (Q2006468) (← links)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- Pricing European call options under a hard-to-borrow stock model (Q2009590) (← links)
- The inertial relaxed algorithm with Armijo-type line search for solving multiple-sets split feasibility problem (Q2072995) (← links)
- Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596) (← links)
- An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (Q2315470) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465) (← links)
- Pricing perpetual American puts under multi-scale stochastic volatility (Q3143624) (← links)
- Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative (Q3190718) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- OPTION PRICING UNDER THE KOBOL MODEL (Q4556429) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Randomized Parallel Algorithm for Maximizing Nonsubmodular Function Subject to Cardinality Constraint (Q5024901) (← links)
- Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching (Q5065589) (← links)
- Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (Q5082824) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
- On the management of interconnected wildlife populations (Q6551668) (← links)
