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  1. 1
    Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model

    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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  2. 2
    Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate

    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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