Paper Publications
Release time: 2022-10-21Hits:
- Translation or Not:no
- Pre One:Youfa Sun, Caiyan Liu, Shimin Guo(2017). Stochastic volatility double jump-diffusions model: The importance of distribution type of jump amplitude. International Journal of Computer Mathematics, 2017, 94(5): 989-1014(中科院Q3,SSCI和SCI双检索) Next One:Youfa Sun(2015). Efficient Pricing and Hedging under the Double Heston Stochastic Volatility and Jump-Diffusion Dynamics. International Journal of Computer Mathematics, 2015,92(12): 2551-2574.
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Doctor of Engineering
孙有发