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  1. 1
    An analytical approximation formula for European option prices under a liquidity-adjusted non-affine stochastic volatility model

    An analytical approximation formula for European option prices under a liquidity-adjusted non-affine stochastic volatility model by Shoude Huang, Xin-Jiang He

    Published 2022-03-01
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  2. 2
    Analytical approximation of European option prices under a new two-factor non-affine stochastic volatility model

    Analytical approximation of European option prices under a new two-factor non-affine stochastic volatility model by Shou-de Huang, Xin-Jiang He

    Published 2023-01-01
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    Article
  3. 3
    A closed-form pricing formula for European options in an illiquid asset market

    A closed-form pricing formula for European options in an illiquid asset market by Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He

    Published 2022-04-01
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    Article

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