Search Results

• Empirical Study on Option Pricing under Markov Regime Switching Economics

  Lianfeng (David) Liu

  2024-02-29

  23282 2433 Pages:21-42

• Rough Heston Models with Variable Vol-of-Vol and Option Pricing

  Hui Liang, Jingtang Ma, Zhengguang Shi

  2023-06-29

  25075 2671 Pages:206-238

• ​A Fast and High Accuracy Numerical Simulation for a Fractional Black-Scholes Model on Two Assets

  Hongmei Zhang, Fawang Liu, Shanzhen Chen, Ming Shen

  2020-08-24

  41273 4027 Pages:91-110