10 results on '"He, Xin-Jiang"'
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2. A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching
3. An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model
4. A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level
5. Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching
6. A closed-form pricing formula for European options in an illiquid asset market
7. Equilibrium Price and Optimal Insider Trading Strategy Under Stochastic Liquidity with Long Memory
8. A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
9. An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model
10. An alternative form to calibrate the correlated Stein–Stein option pricing model
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