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	Robust control in a rough environment Journal article Quantitative Finance,2022, volume: 22, issue: 3, pages: 481-500 Authors: Han, Bingyan; Wong, Hoi Ying Favorite \| View/Download：2/0 \| Submit date：2021/10/19 Detection-error probability functional Itô calculus Robust control Rough volatility Utility maximization Volterra Heston model
	Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility Journal article Stochastics,2022, volume: 94, issue: 5, pages: 745-788 Authors: Das, Kaustav; Langrené, Nicolas Favorite \| View/Download：9/0 \| Submit date：2022/08/29 41A58 65C20 91G60 closed-form approximation closed-form expansion GARCH Heston Stochastic volatility
	Markovian approximation of the rough bergomi model for Monte Carlo option pricing Journal article Mathematics,2021, volume: 9, issue: 5, pages: 1-21 Authors: Zhu, Qinwen; Loeper, Grégoire; Chen, Wen; Langrené, Nicolas Favorite \| View/Download：6/0 \| Submit date：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 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：6/0 \| 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