Chun-Sung Huang

Publication Activity (10 Years)

Years Active: 2017-2022
Publications (10 Years): 2

Top Topics

Highly Efficient

Double Exponential

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Chun-Sung Huang, John G. O'Hara, Sure Mataramvura
Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility. Appl. Math. Comput. 414 (2022)
Chun-Sung Huang, John G. O'Hara, Sure Mataramvura
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions. J. Comput. Appl. Math. 311 (2017)