Cunxin Huang

Publications

Citations

H-Index

2006

Active since

Affiliations

National Sun Yat-sen University(Current)

Cunxin Huang is an author at National Sun Yat-sen University specializing in multivariate stochastic volatility, volatility modeling, and asset pricing.

ORCID

Top concepts

FinanceBusinessAsset PricingOption PricingVolatility ModelingFinancial EngineeringMultivariate Stochastic Volatility

Publications per year

2006–2023

Publications

A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities

Cunxin Huang, Chien-Chia Hung, Song Wang · Computing · 2006 · 38 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +8

Error analysis of finite difference scheme for American option pricing under regime-switching with jumps

Cunxin Huang, Haiming Song, Jinda Yang et al. · Journal of Computational and Applied Mathematics · 2023 · 11 citations

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