Wan-Ling Chao
From MaRDI portal
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 |
|---|---|---|
| Option pricing under jump-diffusion models with mean-reverting bivariate jumps Operations Research Letters | 2018-08-27 | Paper |
| Analysis of a jump-diffusion option pricing model with serially correlated jump sizes Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
| Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process Computers & Operations Research | 2016-11-17 | Paper |
Research outcomes over time
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