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Shican Liu
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Shican Liu
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Shican Liu
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1
Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model
by
Shican
Liu
,
Yu Yang
,
Hu Zhang
,
Yonghong Wu
Published 2021-01-01
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Article
2
Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes
by
Shican
Liu
,
Yanli Zhou
,
Yonghong Wu
,
Xiangyu Ge
Published 2019-01-01
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Article
3
The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach
by
Yanli Zhou
,
Shican
Liu
,
Shuang Li
,
Xiangyu Ge
Published 2021-01-01
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Article
4
Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate
by
Shuang Li
,
Shican
Liu
,
Yanli Zhou
,
Yonghong Wu
,
Xiangyu Ge
Published 2020-01-01
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Article
5
Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model
by
Yanli Zhou
,
Shican
Liu
,
Tianhai Tian
,
Qi He
,
Xiangyu Ge
Published 2021-01-01
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Article
6
The Study of Utility Valuation of Single-Name Credit Derivatives with the Fast-Scale Stochastic Volatility Correction
by
Shican
Liu
,
Yanli Zhou
,
Benchawan Wiwatanapataphee
,
Yonghong Wu
,
Xiangyu Ge
Published 2018-03-01
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Article
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