Shican Liu

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 3

Top Topics

Optimal Portfolio

First Order Logic

Multistage Stochastic

Evaluation Method

Top Venues

J. Comput. Appl. Math.

Publications

Yu Yang, Shican Liu, Yonghong Wu, Benchawan Wiwatanapataphee
Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion. J. Comput. Appl. Math. 393 (2021)
Chong Lai, Shican Liu, Yonghong Wu
Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses. J. Comput. Appl. Math. 398 (2021)
Shican Liu, Xiangyu Ge
The Study on the Pricing of Credit Risk under the Fast Stochastic Volatility. IIKI (2016)