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Youfa Sun
ORCID
Publication Activity (10 Years)
Years Active: 2015-2017
Publications (10 Years): 2
Top Topics
Image Denoising
Diffusion Models
Monte Carlo
Option Pricing
Top Venues
Int. J. Comput. Math.
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Publications
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Youfa Sun
,
Caiyan Liu
,
Shimin Guo
Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude.
Int. J. Comput. Math.
94 (5) (2017)
Youfa Sun
Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model.
Int. J. Comput. Math.
92 (12) (2015)