Publication Venue For A new simple tree approach for the Heston's stochastic volatility model 2020 A Monte-Carlo based approach for pricing credit default swaps with regime switching 2018 A modified Black-Scholes pricing formula for European options with bounded underlying prices 2018 A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate 2018 Pricing puttable convertible bonds with integral equation approaches 2018 An alternative form used to calibrate the Heston option pricing model 2016 An integral equation approach for the valuation of American-style down-and-out calls with rebates 2016 Analytically pricing double barrier options based on a time-fractional Black-Scholes equation 2015 Stock loan valuation under a stochastic interest rate model 2015 A new exact solution for pricing European options in a two-state regime-switching economy 2012 Efficient oblivious transfers with access control 2012 A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility 2011 Provably secure server-aided verification signatures 2011
Publication Venue For A new simple tree approach for the Heston's stochastic volatility model 2020 A Monte-Carlo based approach for pricing credit default swaps with regime switching 2018 A modified Black-Scholes pricing formula for European options with bounded underlying prices 2018 A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate 2018 Pricing puttable convertible bonds with integral equation approaches 2018 An alternative form used to calibrate the Heston option pricing model 2016 An integral equation approach for the valuation of American-style down-and-out calls with rebates 2016 Analytically pricing double barrier options based on a time-fractional Black-Scholes equation 2015 Stock loan valuation under a stochastic interest rate model 2015 A new exact solution for pricing European options in a two-state regime-switching economy 2012 Efficient oblivious transfers with access control 2012 A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility 2011 Provably secure server-aided verification signatures 2011