The following pages link to Xin-Jiang He (Q829336):
Displaying 37 items.
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- (Q1620314) (redirect page) (← links)
- Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
- A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
- The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
- An alternative form used to calibrate the Heston option pricing model (Q2007219) (← links)
- A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching (Q2111571) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
- A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← 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)
- An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- A new algorithm for calibrating local regime-switching models (Q5000475) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← 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 EMPIRICAL ANALYSIS OF OPTION PRICING WITH SHORT SELL BANS (Q5088798) (← links)
- A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
- An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097) (← links)
- (Q5354450) (← links)
- VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING (Q5384677) (← links)
- VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)
- Analytically pricing European options with a two-factor Stein-Stein model (Q6126086) (← links)
- Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks (Q6129423) (← links)
- Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level (Q6656032) (← links)
