Shican Liu

发表

Multi-scale Volatility in Option Pricing

Shican Liu, 2018 .

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

Yonghong Wu, Shuang Li, Yanli Zhou, 2020 .

Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes

Yonghong Wu, Yanli Zhou, Xiangyu Ge, 2019, Journal of Function Spaces.

Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses

Yonghong Wu, Chong Lai, Shican Liu, 2021, J. Comput. Appl. Math..

Research on a Dynamic Evaluation of Financial Risks of Intellectual Property Pledge Financing of High-Tech Enterprises

Xiangyu Ge, Shican Liu, Ying Jin, 2021, Discrete Dynamics in Nature and Society.

Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model

T. Tian, Yanli Zhou, Xiangyu Ge, 2021, Mathematical Problems in Engineering.

Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model

Yonghong Wu, Shican Liu, Yu Yang, 2021 .

Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion

Benchawan Wiwatanapataphee, Yonghong Wu, Shican Liu, 2021, J. Comput. Appl. Math..

The Study of Utility Valuation of Single-Name Credit Derivatives with the Fast-Scale Stochastic Volatility Correction

Yonghong Wu, B. Wiwatanapataphee, Yanli Zhou, 2018 .