Chuan-Hsiang Han

Finance · 2003–2004

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #9,367 of 10,518 by trust here, #10,047 by citations
• Economics and Econometrics — 7 citations into it

Whom Chuan-Hsiang Han trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean-Pierre Fouque 3
2. Jan Vecer
3. Paul Glasserman
4. Mingxin Xu
5. George Papanicolaou

Who trusts Chuan-Hsiang Han overall

1. Jean-Pierre Fouque 3

Papers from Chuan-Hsiang Han's perspective

Ordered by how strongly the researchers Chuan-Hsiang Han trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
2. Monte Carlo Methods in Financial Engineering
3. Pricing Asian options in a semimartingale model
4. Range-Based Estimation of Stochastic Volatility Models
5. Pricing Asian options with stochastic volatility
6. The Pricing of Options and Corporate Liabilities
7. Moment explosions in stochastic volatility models (Finance and Stochastics)
8. Valuing American Options by Simulation: A Simple Least-Squares Approach
9. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
10. Fast narrow bounds on the value of Asian options

Their papers

• Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (2004) — 55 citations
• Pricing Asian options with stochastic volatility (2003) — 74 citations