Xingyu Han
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 |
|---|---|---|
| VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY Probability in the Engineering and Informational Sciences | 2022-12-08 | Paper |
| Improved stock forecasting method based on LSTM | 2020-10-27 | Paper |
| Pricing and hedging vulnerable option with funding costs and collateral Chaos, Solitons and Fractals | 2018-08-24 | Paper |
Research outcomes over time
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