Concepedia

Jiexiang Huang

JH

2

Publications

55

Citations

2

H-Index

2013

Active since

Affiliations

Southwestern University of Finance and Economics(Current)

Jiexiang Huang is an author at Southwestern University of Finance and Economics specializing in business, stochastic volatility, and option pricing.

ORCID

Top concepts

Publications per year

2013–2016

2

Publications

2

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan · Journal of Computational and Applied Mathematics · 2013 · 40 citations

Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums

Xinfeng Ruan, Wenli Zhu, Jiexiang Huang et al. · Economic Modelling · 2016 · 15 citations

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