Hasil Pencarian - Xin-Jiang He

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  1. 1
    A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching

    A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching oleh Xin-Jiang He, Sha Lin

    Diterbitkan 2024-08-01
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  2. 2
    An analytical approximation formula for European option prices under a liquidity-adjusted non-affine stochastic volatility model

    An analytical approximation formula for European option prices under a liquidity-adjusted non-affine stochastic volatility model oleh Shoude Huang, Xin-Jiang He

    Diterbitkan 2022-03-01
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  3. 3
    Analytical formulae for variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching

    Analytical formulae for variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching oleh Xin-Jiang He, Sha Lin

    Diterbitkan 2024-07-01
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  4. 4
    Analytical approximation of European option prices under a new two-factor non-affine stochastic volatility model

    Analytical approximation of European option prices under a new two-factor non-affine stochastic volatility model oleh Shou-de Huang, Xin-Jiang He

    Diterbitkan 2023-01-01
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  5. 5
    A closed-form pricing formula for European options in an illiquid asset market

    A closed-form pricing formula for European options in an illiquid asset market oleh Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He

    Diterbitkan 2022-04-01
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