Zhi-Yan Shi

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 1

Top Topics

Stochastic Processes

Top Venues

Publications

Cheng-Yu Fang, Yue Liu, Zhi-Yan Shi, Cong Chen
Closed-Form Expression of Geometric Brownian Motion with Regime-Switching and Its Applications to European Option Pricing. Symmetry 15 (3) (2023)