Taoshun He
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing European options under stochastic looping contagion risk model Japan Journal of Industrial and Applied Mathematics | 2024-01-18 | Paper |
| Optimal selling strategies under regime-switching market environment with finite expiry Discrete Dynamics in Nature and Society | 2021-10-22 | Paper |
| Option pricing for path-dependent options with assets exposed to multiple defaults risk Discrete Dynamics in Nature and Society | 2020-05-26 | Paper |
| Explicit pricing formulas for European option with asset exposed to double defaults risk Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Research outcomes over time
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