Access Statistics for Chuan-Hsiang Sean Han

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A smooth estimator for MC/QMC methods in finance 0 0 0 2 0 0 0 18
McMC estimation of multiscale stochastic volatility models with applications 0 0 0 8 1 1 3 32
Pricing Asian options with stochastic volatility 0 0 0 9 0 1 4 47
Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options 0 1 1 10 1 2 3 48
Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models 0 0 0 12 0 0 0 71
Total Journal Articles 0 1 1 41 2 4 10 216


Statistics updated 2019-11-03