孙有发
硕士生导师
教师拼音名称:sunyoufa
入职时间:2006-07-01
所在单位:经济学院
学历:研究生毕业/硕士
性别:男
学位:工学博士学位
职称:教授
在职信息:在职
所属院系:经济学院
学科:金融学 数量经济学


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.
发布时间:2022-10-21 点击次数:
是否译文:否
上一条:Sun Y F, Yuan G, Guo S M, Liu J G, Yuan S(2015). Does Model Misspecification Matter for Hedging? A Computational Finance Experiment Based Approach. International Journal of Financial Engineering, 2015, 2(3):1-18. (中科院Q3,SSCI和SCI双检索)
下一条:Shimin Guo, Liquan Mei, Ya-Ling He, Chenchen Ma and Youfa Sun(2016). Modulation instability and dissipative ion-acoustic structures in collisional non-thermal electron-positron-ion plasma: solitary and shock waves J. Plasma Sources Science and Technology, 2016, 25(5): 055006. (SCI)