CaesarLWY
LIN, WEI-YU
Recently Published
Empirical Risk Measurement
Empirical calculation of risk measure on Apple. Inc.
Value at Risk, Expected Shortfall and EVT(GEV distribution)
Stochastic Volatility
Investigation in Volatility Smile and Stochastic Volatility on Heston Call option pricing.
Gaussian Process on Finance
Black-Scholes Option Pricing Model
Vasicek Interest Rate Model
