The following pages link to Qunfang Bao (Q453367):
Displaying 7 items.
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976) (← links)
- Pricing VIX options in a stochastic vol‐of‐vol model (Q4620138) (← links)
- (Q4900871) (← links)
- (Q5399569) (← links)
