Guang-Hua Lian

Publication Activity (10 Years)

Years Active: 2012-2018
Publications (10 Years): 2

Top Topics

Stochastic Optimization

Top Venues

Appl. Math. Comput.

J. Comput. Appl. Math.

New Math. Nat. Comput.

Publications

Song-Ping Zhu, Guang-Hua Lian
On the Convexity Correction Approximation in Pricing Volatility Swaps and VIX Futures. New Math. Nat. Comput. 14 (3) (2018)
Jiling Cao, Guang-Hua Lian, Teh Raihana Nazirah Roslan
Pricing variance swaps under stochastic volatility and stochastic interest rate. Appl. Math. Comput. 277 (2016)
Song-Ping Zhu, Guang-Hua Lian
Pricing forward-start variance swaps with stochastic volatility. Appl. Math. Comput. 250 (2015)
Song-Ping Zhu, Guang-Hua Lian
Analytically pricing volatility swaps under stochastic volatility. J. Comput. Appl. Math. 288 (2015)
Song-Ping Zhu, Guang-Hua Lian
On the valuation of variance swaps with stochastic volatility. Appl. Math. Comput. 219 (4) (2012)