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Zhenyu Cui - Colloquium Speaker | Department of Statistics and...
stat.uiowa.edu
Abstract: Zhenyu Cui. In this paper, we propose a general framework for the valuation of options in stochastic local volatility (SLV) models with a ...
Zhenyu Cui: Probability Density, Implied Volatility and Timer Options...
amath.washington.edu
Speaker: Zhenyu Cui, Stevens Institute of Technology Date: April 14, Title: Probability Density, Implied Volatility and Timer Options in Stochastic...
Stochastic Analysis and Financial Mathematics Common-Duy Nguyen...
www.socialweb.net
... integral formulae for volatility derivatives whose payoffs depend nonlinearly on the integrated variance. (This a joint work with Zhenyu Cui.)
Stochastic Analysis and Financial Mathematics Common-Zhenyu Cui...
www.socialweb.net
Stochastic Analysis and Financial Mathematics Common-Zhenyu Cui (Stevens Institute)-Title TBA. Event Details - Tell a Friend ...
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