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2020 – today
- 2024
[j9]Guohe Deng, Shuai Liu:
Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate. Int. J. Comput. Math. 101(3): 331-356 (2024)- 2021
- [j8]Yang Long, Guohe Deng:
A perturbed risk model with constant interest and periodic barrier dividend strategy. Commun. Stat. Simul. Comput. 50(8): 2467-2481 (2021) - 2020
- [j7]Guohe Deng
:
Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model. Complex. 2020: 1960121:1-1960121:15 (2020)
2010 – 2019
- 2019
- [j6]Yanhong Zhong, Guohe Deng:
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate. Complex. 2019: 4316272:1-4316272:13 (2019) - 2018
- [j5]Guangming Xue, Bin Qin, Guohe Deng:
Valuation on an Outside-Reset Option with Multiple Resettable Levels and Dates. Complex. 2018: 2825483:1-2825483:13 (2018) - 2015
- [j4]Guohe Deng:
Pricing American put option on zero-coupon bond in a jump-extended CIR model. Commun. Nonlinear Sci. Numer. Simul. 22(Issues): 186-196 (2015) - 2014
- [j3]Guohe Deng:
American continuous-installment options of barrier type. J. Syst. Sci. Complex. 27(5): 928-949 (2014) - 2010
- [j2]Guohe Deng, Lihong Huang:
A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework. J. Syst. Sci. Complex. 23(4): 769-783 (2010)
2000 – 2009
- 2009
- [j1]Guoan Huang, Guohe Deng, Lihong Huang:
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model. Adv. Decis. Sci. 2009: 215163:1-215163:11 (2009)
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