LSE creators

Number of items: 2.
2016
  • Alòs, Elisa, Chen, Zhanyu, Rheinlander, Thorsten (2016). Valuation of barrier options via a general self-duality. Mathematical Finance, 26(3), 492-515. https://doi.org/10.1111/mafi.12063
    • 2013
  • Chen, Zhanyu (2013). Pricing and hedging exotic options in stochastic volatility models [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf