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Guohe Deng
ORCID
Publication Activity (10 Years)
Years Active: 2009-2024
Publications (10 Years): 5
Top Topics
High Level
Diffusion Model
Black Scholes Model
Option Pricing
Top Venues
Complex.
Commun. Nonlinear Sci. Numer. Simul.
Int. J. Comput. Math.
J. Syst. Sci. Complex.
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Publications
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Guohe Deng
,
Shuai Liu
Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate.
Int. J. Comput. Math.
101 (3) (2024)
Yang Long
,
Guohe Deng
A perturbed risk model with constant interest and periodic barrier dividend strategy.
Commun. Stat. Simul. Comput.
50 (8) (2021)
Guohe Deng
Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model.
Complex.
2020 (2020)
Yanhong Zhong
,
Guohe Deng
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate.
Complex.
2019 (2019)
Guangming Xue
,
Bin Qin
,
Guohe Deng
Valuation on an Outside-Reset Option with Multiple Resettable Levels and Dates.
Complex.
2018 (2018)
Guohe Deng
Pricing American put option on zero-coupon bond in a jump-extended CIR model.
Commun. Nonlinear Sci. Numer. Simul.
22 (Issues) (2015)
Guohe Deng
American continuous-installment options of barrier type.
J. Syst. Sci. Complex.
27 (5) (2014)
Guohe Deng
,
Lihong Huang
A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework.
J. Syst. Sci. Complex.
23 (4) (2010)
Guoan Huang
,
Guohe Deng
,
Lihong Huang
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model.
Adv. Decis. Sci.
2009 (2009)