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Yuan Hu
Yuan Hu
Verified email at ttu.edu
Title
Cited by
Cited by
Year
Modelling crypto asset price dynamics, optimal crypto portfolio, and crypto option valuation
Y Hu, ST Rachev, FJ Fabozzi
arXiv preprint arXiv:1908.05419, 2019
82019
Option pricing with mixed lévy subordinated price process and implied probability weighting function
A Shirvani, Y Hu, ST Rachev, FJ Fabozzi
The Journal of Derivatives 28 (2), 47-58, 2020
42020
Portfolio optimization constrained by performance attribution
Y Hu, WB Lindquist, ST Rachev
Journal of Risk and Financial Management 14 (5), 201, 2021
32021
Mixed levy subordinated market model and implied probability weighting function
A Shirvani, Y Hu, S Rachev, F Fabozzi
arXiv preprint arXiv:1910.05902, 2019
32019
OPTION PRICING IN MARKETS WITH INFORMED TRADERS
Y Hu, A Shirvani, S Stoyanov, YS Kim, FJ Fabozzi, ST Rachev
International Journal of Theoretical and Applied Finance 23 (06), 2050037, 2020
22020
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Y Hu, WB Lindquist, FJ Fabozzi
The Journal of Alternative Investments 24 (1), 75-93, 2021
12021
Option pricing incorporating factor dynamics in complete markets
Y Hu, A Shirvani, WB Lindquist, FJ Fabozzi, ST Rachev
Journal of Risk and Financial Management 13 (12), 321, 2020
12020
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Y Hu, WB Lindquist, ST Rachev, A Shirvani, FJ Fabozzi
Journal of Economic Dynamics and Control 137, 104345, 2022
2022
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