Chuan-Hsiang Sean Han : Citation Profile


Are you Chuan-Hsiang Sean Han?

National Tsing Hua University

3

H index

2

i10 index

35

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 2
   Journals where Chuan-Hsiang Sean Han has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (5.41 %)

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   Permalink: http://citec.repec.org/pha1089
   Updated: 2019-10-15    RAS profile: 2016-09-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Chuan-Hsiang Sean Han.

Is cited by:

Papapostolou, Nikos (2)

Pacelli, Graziella (2)

Vecer, Jan (1)

F. Saporito, Yuri (1)

Clements, Michael (1)

Galvão, Ana (1)

McAleer, Michael (1)

Xu, Mingxin (1)

Cites to:

Cao, Charles (3)

Chen, Zhiwu (3)

Bollerslev, Tim (2)

Hammoudeh, Shawkat (2)

McAleer, Michael (2)

Scholes, Myron (2)

Rossi, Peter (2)

Shephard, Neil (2)

Lebaron, Blake (1)

Diebold, Francis (1)

Rogers, Leonard (1)

Main data


Where Chuan-Hsiang Sean Han has published?


Journals with more than one article published# docs
Quantitative Finance2
Mathematics and Computers in Simulation (MATCOM)2

Recent works citing Chuan-Hsiang Sean Han (2018 and 2017)


YearTitle of citing document
2017Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options. (2017). F. Saporito, Yuri ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1706.00873.

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2018Most-likely-path in Asian option pricing under local volatility models. (2018). Arguin, Louis-Pierre ; Wang, Tai-Ho ; Liu, Nien-Lin . In: Papers. RePEc:arx:papers:1706.02408.

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2018Pricing barrier options in the Heston model using the Heath–Platen estimator. (2018). Sema, Coskun ; Ralf, Korn. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:24:y:2018:i:1:p:29-41:n:4.

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2017Pricing Vulnerable Options with Constant Elasticity of Variance versus Stochastic Elasticity of Variance. (2017). Lee, Min-Ku ; Kim, Jeong-Hoon ; Yang, Phd Sung-Jin . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:1:p:.

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2019Valoración de opciones call asiáticas Promedio Aritmético usando Taylor Estocástico 1.5.. (2019). Giron, Luis Eduardo ; Baixauli, Samuel ; Diez, Susana Alvarez. In: Working Papers. RePEc:ddt:wpaper:44.

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2019Valoración de Opciones Call Asiáticas Promedio Aritmético bajo Movimiento Browniano Logístico. (2019). Giron, Luis Eduardo ; Baixauli, Samuel ; Diez, Susana Alvarez. In: Working Papers. RePEc:ddt:wpaper:46.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2018Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael Stanley ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:389-407.

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2017A unified approach for the pricing of options relating to averages. (2017). Funahashi, Hideharu ; Kijima, Masaaki. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:3:d:10.1007_s11147-017-9128-4.

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2018MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS. (2018). Arguin, Louis-Pierre ; Wang, Tai-Ho ; Liu, Nien-Lin . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:05:n:s0219024918500292.

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Works by Chuan-Hsiang Sean Han:


YearTitleTypeCited
2014McMC estimation of multiscale stochastic volatility models with applications In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article4
2010A smooth estimator for MC/QMC methods in finance In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article0
2015Robust hedging performance and volatility risk in option markets: Application to Standard and Poors 500 and Taiwan index options In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2003Pricing Asian options with stochastic volatility In: Quantitative Finance.
[Full Text][Citation analysis]
article20
2004Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models In: Quantitative Finance.
[Full Text][Citation analysis]
article10

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