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Published Articles by Xiaonan Su
- Title: Pricing Vulnerable European Options Under a Markov-Modulated Jump Diffusion Process
Authors: Wei Wang, Xiaonan Su, Shaobo Gan, Linyi Qian
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Published in WSEAS Transactions on Mathematics, Volume 16, 2017 - Title: Pricing Forward Starting Options Under Regime Switching Jump Diffusion Models
Authors: Wei Wang, Liegang Dong, Xiaonan Su
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016