The following pages link to Xinfeng Ruan (Q460207):
Displaying 16 items.
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Exponential stability of stochastic nonlinear dynamical price system with delay (Q460218) (← links)
- Real option model of dynamic growth processes with consumption (Q889123) (← links)
- Optimal portfolio and consumption with habit formation in a jump diffusion market (Q907435) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market (Q1646097) (← links)
- Investor attention and market microstructure (Q1668651) (← links)
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- Exponential stability of stochastic differential equation with mixed delay (Q1714522) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market (Q1789776) (← links)
- Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity (Q1791368) (← links)
- Asset pricing in a pure exchange economy with heterogeneous investors (Q2024113) (← links)
- The price of COVID-19-induced uncertainty in the options market (Q2126172) (← links)
- Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
