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Zhi-Yuan Feng

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Journal Articles

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2017
[j2]
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  - journals/ijads/FengW17
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  - https://dblp.org/rec/journals/ijads/FengW17
Zhi-Yuan Feng, Xu-Cheng Wang:
Analytical upper bounds for American exotic currency options with a stochastic skew model. Int. J. Appl. Decis. Sci. 10(2): 131-155 (2017)
2015
[j1]
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  - journals/fodm/FengCLJ15
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Zhi-Yuan Feng, Johnson T.-S. Cheng, Yu-Hong Liu, I-Ming Jiang:
Options pricing with time changed Lévy processes under imprecise information. Fuzzy Optim. Decis. Mak. 14(1): 97-119 (2015)

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