Jiexiang Huang

Jiexiang Huang

Xi'an Jiaotong-Liverpool University - Suzhou / China
Business & Management / Business Administration
AD Scientific Index ID: 5860583
西交利物浦大学
person_outline Jiexiang Huang's MOST POPULAR ARTICLES
1-) Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensityJ Huang, W Zhu, X RuanJournal of Computational and Applied Mathematics 263, 152-159, 2014422014
2-) Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiumsX Ruan, W Zhu, J Huang, JE ZhangEconomic Modelling 54, 326-338, 2016142016
3-) The impact of media sentiment on firm risk, corporate investment and financial policiesJ Huang, H Roberts, EKM TanCorporate Investment and Financial Policies (January 10, 2018), 201872018
4-) Exponential stability of stochastic differential equation with mixed delayW Zhu, J Huang, X Ruan, Z ZhaoJournal of Applied Mathematics 2014 (1), 187037, 201472014
5-) Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensityJ Huang, W Zhu, X RuanJournal of Applied Mathematics 2013 (1), 875606, 201372013