2 citations · 5 across the 7 of their papers we have counts for
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q-fin.CP2019★ 2 cited
The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods
Lisha Lin, Yaqiong Li, Rui Gao +1
In the paper, the pricing of Quanto options is studied, where the underlying foreign asset and the exchange rate are correlated with each other. Firstly, we adopt Bayesian methods…
math.DS2019★ 2 cited
Generical behavior of flows strongly monotone with respect to high-rank cones
Lirui Feng, Yi Wang, Jianhong Wu
We consider a smooth flow in which is "strongly monotone" with respect to a cone of rank , a closed set that contains a linear subspace of dimension…