Citations (7)
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Xiaonan Su, Miao Han, Yu Xing & Wei Wang. (2023) Pricing and hedging for correlation options with regime switching and common jump risk. Communications in Statistics - Theory and Methods 52:18, pages 6504-6524.
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Chao Wei. (2023) Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises. Communications in Statistics - Theory and Methods 52:12, pages 4138-4150.
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Yuanchuang Shan, Haoran Yi, Xuekang Zhang & Huisheng Shu. (2023) Option pricing under a Markov-modulated Merton jump-diffusion dividend. Communications in Statistics - Theory and Methods 52:5, pages 1490-1506.
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Mengmeng Guo, Xiu Kan & Huisheng Shu. (2021) Optimal investment and reinsurance problem with jump-diffusion model. Communications in Statistics - Theory and Methods 50:5, pages 1082-1098.
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Articles from other publishers (3)
Anqi Zou, Jiajie Wang & Chiye Wu. (2023) Pricing Variance Swaps under MRG Model with Regime-Switching: Discrete Observations Case. Mathematics 11:12, pages 2730.
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Jerim Kim, Bara Kim, Jeongsim Kim & Sungji Lee. (2022) Computation of powered option prices under a general model for underlying asset dynamics. Journal of Computational and Applied Mathematics 406, pages 113999.
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Chao Wei. (2020) Existence, Uniqueness, and Almost Sure Exponential Stability of Solutions to Nonlinear Stochastic System with Markovian Switching and Lévy Noises. Complexity 2020, pages 1-7.
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