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	Option price with stochastic volatility for both fast and slow mean-reverting regimes Journal article Comptes Rendus Mathematique,2013, volume: 351, issue: 9-10, pages: 411-414 Authors: Zhang, Qiang; Han, Jiguang; Gao, Ming Favorite \| View/Download：6/0 \| Submit date：2021/05/13
	Option prices under stochastic volatility Journal article Applied Mathematics Letters,2013, volume: 26, issue: 1, pages: 1-4 Authors: Han, Jiguang; Gao, Ming; Zhang, Qiang; Li, Yutian Favorite \| View/Download：5/0 \| Submit date：2021/05/13 Heston model Option pricing Stochastic volatility
	Option pricing in incomplete markets Journal article Applied Mathematics Letters,2013, volume: 26, issue: 10, pages: 975-978 Authors: Zhang, Qiang; Han, Jiguang Favorite \| View/Download：4/0 \| Submit date：2021/05/13 Exponential utility function Heston model Incomplete markets Option pricing Stochastic volatility