Han, Yuecai, Jilin University, China
-
ANZIAM Journal Vol. 63 (2021) - Special Issue for Financial Mathematics, Probability and Statistics
Option pricing under the fractional stochastic volatility model
Abstract -
ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Pricing perpetual timer option under the stochastic volatility model of Hull–White
Abstract