Mengna Wang

Foreign Currency Power Option Pricing Based on Esscher Transform

Wenhan Li, Cuixiang Li, Lixia Liu, 2020, Computational Economics.

Foreign Currency Power Option Pricing Based on Esscher Transform

Wenhan Li, Cuixiang Li, Lixia Liu, 2020 .

The pricing of compound option under variance gamma process by FFT

Huili Liu, Wenhan Li, Cuixiang Li, 2020, Communications in Statistics - Theory and Methods.