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Dynamic alpha-stable method for CDO pricing
Li, Hua; Yuan, George; Chen, Weina; Guo, Li; Zhao, Jianbin - In: Journal of financial engineering 1 (2014) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10010508001
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Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa; Yuan, George; Guo, Shimin; Liu, Jianguo; … - In: International journal of financial engineering 2 (2015) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li; Wang, Mei - In: Asia-Pacific financial markets 17 (2010) 2, pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
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The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun; Xiong, Dewen; Yan, Wenchao; Yuan, George Xianzhi - In: International journal of financial engineering 5 (2018) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10012028824