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	Robust control in a rough environment 期刊论文 Quantitative Finance,2022, 卷号: 22, 期号: 3, 页码: 481-500 作者: Han, Bingyan; Wong, Hoi Ying 收藏 \| 浏览/下载：11/0 \| 提交时间：2021/10/19 Detection-error probability functional Itô calculus Robust control Rough volatility Utility maximization Volterra Heston model
	Markovian approximation of the rough bergomi model for Monte Carlo option pricing 期刊论文 Mathematics,2021, 卷号: 9, 期号: 5, 页码: 1-21 作者: Zhu, Qinwen; Loeper, Grégoire; Chen, Wen; Langrené, Nicolas 收藏 \| 浏览/下载：20/0 \| 提交时间：2022/08/29 Forward variance model Hybrid scheme Markovian representation Rough fractional stochastic volatility Rough heston Sum of ornstein-uhlenbeck processes Volatility skew Volterra integral
	Option prices under stochastic volatility 期刊论文 Applied Mathematics Letters,2013, 卷号: 26, 期号: 1, 页码: 1-4 作者: Han, Jiguang; Gao, Ming; Zhang, Qiang; Li, Yutian 收藏 \| 浏览/下载：13/0 \| 提交时间：2021/05/13 Heston model Option pricing Stochastic volatility
	Option pricing in incomplete markets 期刊论文 Applied Mathematics Letters,2013, 卷号: 26, 期号: 10, 页码: 975-978 作者: Zhang, Qiang; Han, Jiguang 收藏 \| 浏览/下载：9/0 \| 提交时间：2021/05/13 Exponential utility function Heston model Incomplete markets Option pricing Stochastic volatility