Login / Signup
Zhi-Yuan Feng
ORCID
Publication Activity (10 Years)
Years Active: 2015-2017
Publications (10 Years): 1
Top Topics
Upper Bound
Imprecise Information
Profit Maximization
Stochastic Nature
Top Venues
Fuzzy Optim. Decis. Mak.
Int. J. Appl. Decis. Sci.
</>
Publications
</>
Zhi-Yuan Feng
,
Xu-Cheng Wang
Analytical upper bounds for American exotic currency options with a stochastic skew model.
Int. J. Appl. Decis. Sci.
10 (2) (2017)
Zhi-Yuan Feng
,
Johnson T.-S. Cheng
,
Yu-Hong Liu
,
I-Ming Jiang
Options pricing with time changed Lévy processes under imprecise information.
Fuzzy Optim. Decis. Mak.
14 (1) (2015)