The following pages link to Guohe Deng (Q482014):
Displayed 42 items.
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
- (Q2815806) (← links)
- (Q2994457) (← links)
- (Q3073111) (← links)
- (Q3109471) (← links)
- (Q3159512) (← links)
- (Q3175728) (← links)
- (Q3175897) (← links)
- (Q3180402) (← links)
- (Q3306305) (← links)
- (Q3381119) (← links)
- (Q3404704) (← links)
- (Q3404965) (← links)
- (Q3412167) (← links)
- (Q3501842) (← links)
- (Q3641348) (← links)
- (Q3641437) (← links)
- (Q4624306) (← links)
- (Q4688121) (← links)
- (Q4996411) (← links)
- (Q5194563) (← links)
- (Q5195938) (← links)
- (Q5276819) (← links)
- (Q5276821) (← links)
- (Q5318514) (← links)
- (Q5318940) (← links)
- (Q5322636) (← links)
- (Q5322642) (← links)
- (Q5367744) (← links)
- (Q5432845) (← links)
- (Q5456323) (← links)
- (Q5475139) (← links)
- (Q6099669) (← links)