Shican Liu

According to our database, Shican Liu authored at least 3 papers between 2016 and 2021.

Collaborative distances:

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

2021

Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion.

Yu Yang, Shican Liu, Yonghong Wu, Benchawan Wiwatanapataphee

J. Comput. Appl. Math., 2021

Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses.

Chong Lai, Shican Liu, Yonghong Wu

J. Comput. Appl. Math., 2021

2016

The Study on the Pricing of Credit Risk under the Fast Stochastic Volatility.

Shican Liu, Xiangyu Ge

Proceedings of the International Conference on Identification, 2016