Author: "Deng, Guohe" / Journal: chaos, solitons and fractals: the interdisciplinary journal of nonlinear science, and nonequilibrium and complex phenomena - Searchworks@Jio Institute Digital Library Search Results

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Your search keyword '"Deng, Guohe"' showing total 2 results

Start Over Author "Deng, Guohe" Journal chaos, solitons and fractals: the interdisciplinary journal of nonlinear science, and nonequilibrium and complex phenomena

2 results on '"Deng, Guohe"'

1. Vulnerable European option pricing in a Markov regime-switching Heston model with stochastic interest rate

Author: Xie, Yurong and Deng, Guohe
Published: 2022
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2. Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model

Author: Deng, Guohe
Published: 2020
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