Chuan-Hsiang Han

Works (2)

Updated: July 5th, 2023 15:58

2004 journal article

Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models

QUANTITATIVE FINANCE, 4(5), 597–606.

By: J. Fouque n & C. Han*

Source: Web Of Science
Added: August 6, 2018

2003 journal article

Pricing Asian options with stochastic volatility

QUANTITATIVE FINANCE, 3(5), 353–362.

By: J. Fouque n & C. Han n

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Source: Web Of Science
Added: August 6, 2018

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