All Stories

  1. Pricing and hedging vulnerable option with funding costs and collateral

    Article • Chaos Solitons & Fractals, July 2018, Elsevier

    Xingyu Han

  2. VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY

    Article • Probability in the Engineering and Informational Sciences, February 2018, Cambridge University Press

    Xingyu Han