Analytically pricing European options with a two-factor Stein-Stein model

Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching

(2023) Sha Lin et al.   EXPERT SYSTEMS WITH APPLICATIONS

Analytically pricing exchange options with stochastic liquidity and regime switching

(2023) Xin‐Jiang He et al.   JOURNAL OF FUTURES MARKETS

Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure

(2023) Xin‐Jiang He et al.   JOURNAL OF FUTURES MARKETS

A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching

(2022) Xin-Jiang He et al.   JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS

A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing

(2022) Xin-Jiang He et al.   EXPERT SYSTEMS WITH APPLICATIONS

Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching

(2021) Sha Lin et al.   Computational Economics

The Alpha‐Heston stochastic volatility model

(2021) Ying Jiao et al.   MATHEMATICAL FINANCE

A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean

(2020) Xin-Jiang He et al.   Mathematics and Financial Economics

An alternative form to calibrate the correlated Stein–Stein option pricing model

(2019) Xin-Jiang He et al.   computational and applied mathematics

Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity

(2019) Ben-Zhang Yang et al.   APPLIED MATHEMATICS AND COMPUTATION

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

(2012) Robert J. Elliott et al.   QUANTITATIVE FINANCE