Showing 1 - 2 results of 2 for search 'Xinfeng Ruan', query time: 0.01s Refine Results
  1. 1
    Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity

    Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity by Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

    Published 2013-01-01
    Get full text
    Article
    Save to List
    Saved in:
  2. 2
    Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market

    Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market by Shuang Li, Yanli Zhou, Xinfeng Ruan, B. Wiwatanapataphee

    Published 2014-01-01
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: