Guang-Hua Lian

According to our database, Guang-Hua Lian authored at least 5 papers between 2012 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

On the Convexity Correction Approximation in Pricing Volatility Swaps and VIX Futures.

Song-Ping Zhu, Guang-Hua Lian

New Math. Nat. Comput., 2018

2016

Pricing variance swaps under stochastic volatility and stochastic interest rate.

Jiling Cao, Guang-Hua Lian, Teh Raihana Nazirah Roslan

Appl. Math. Comput., 2016

2015

Analytically pricing volatility swaps under stochastic volatility.

Song-Ping Zhu, Guang-Hua Lian

J. Comput. Appl. Math., 2015

Pricing forward-start variance swaps with stochastic volatility.

Song-Ping Zhu, Guang-Hua Lian

Appl. Math. Comput., 2015

2012

On the valuation of variance swaps with stochastic volatility.

Song-Ping Zhu, Guang-Hua Lian

Appl. Math. Comput., 2012