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• Empirical Study on Option Pricing under Markov Regime Switching Economics

  Lianfeng (David) Liu

  2024-02-29

  23139 2372 Pages:21-42

• Rough Heston Models with Variable Vol-of-Vol and Option Pricing

  Hui Liang, Jingtang Ma, Zhengguang Shi

  2023-06-29

  24949 2643 Pages:206-238

• ​A Fast and High Accuracy Numerical Simulation for a Fractional Black-Scholes Model on Two Assets

  Hongmei Zhang, Fawang Liu, Shanzhen Chen, Ming Shen

  2020-08-24

  41150 3942 Pages:91-110