Guohe Deng

According to our database, Guohe Deng authored at least 9 papers between 2009 and 2024.

Collaborative distances:

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

2024

Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate.

Guohe Deng, Shuai Liu

Int. J. Comput. Math., 2024

2021

A perturbed risk model with constant interest and periodic barrier dividend strategy.

Yang Long, Guohe Deng

Commun. Stat. Simul. Comput., 2021

2020

Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model.

Guohe Deng

Complex., 2020

2019

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate.

Yanhong Zhong, Guohe Deng

Complex., 2019

2018

Valuation on an Outside-Reset Option with Multiple Resettable Levels and Dates.

Guangming Xue, Bin Qin, Guohe Deng

Complex., 2018

2015

Pricing American put option on zero-coupon bond in a jump-extended CIR model.

Guohe Deng

Commun. Nonlinear Sci. Numer. Simul., 2015

2014

American continuous-installment options of barrier type.

Guohe Deng

J. Syst. Sci. Complex., 2014

2010

A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework.

Guohe Deng, Lihong Huang

J. Syst. Sci. Complex., 2010

2009

Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model.

Guoan Huang, Guohe Deng, Lihong Huang

Adv. Decis. Sci., 2009