The following pages link to Jr-Yan Wang (Q385651):
Displaying 8 items.
- A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- Rainbow trend options: valuation and applications (Q1621622) (← links)
- Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- The valuation of forward-start rainbow options (Q2353850) (← links)
- Consumption-Based Asset Pricing with Prospect Theory and Habit Formation (Q5139461) (← links)
- An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options (Q5434445) (← links)
