Showing 1 - 2 results of 2 for search 'Yanchu Liu', query time: 0.03s Refine Results
  1. 1
    Pricing Continuously Monitored Barrier Options under the SABR Model: A Closed-Form Approximation
    by Nian Yang, Yanchu Liu, Zhenyu Cui
    Published 2017-06-01
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    Article
  2. 2
    Risk measures for variable annuities: A hermite series expansion approach
    by Zhenyu Cui, Jinhyoung Kim, Guanghua Lian, Yanchu Liu
    Published 2019-06-01
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    Article
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