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Yiran Cui

Identifiers

  • name variant Yiran Cui 0.60 · backfill

Papers (2)

  1. Stability of calibration procedures: fractals in the Black-Scholes model q-fin.MF · 2016 · author #1
  2. Full and fast calibration of the Heston stochastic volatility model q-fin.CP · 2015 · author #1

Mentions

  • 1511.08718 #1 · backfill · confidence 0.70 Yiran Cui

Frequent Coauthors