Details about Chuan-Hsiang Sean Han

Access statistics for papers by Chuan-Hsiang Sean Han.

Last updated 2016-09-04. Update your information in the RePEc Author Service.

Short-id: pha1089

Journal Articles

2015

1. Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
   International Review of Economics & Finance, 2015, 40, (C), 160-173 View citations (2)

2014

2. McMC estimation of multiscale stochastic volatility models with applications
   Mathematics and Computers in Simulation (MATCOM), 2014, 103, (C), 1-11 View citations (10)

2010

3. A smooth estimator for MC/QMC methods in finance
   Mathematics and Computers in Simulation (MATCOM), 2010, 81, (3), 536-550 View citations (1)

2004

4. Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models
   Quantitative Finance, 2004, 4, (5), 597-606 View citations (15)

2003

5. Pricing Asian options with stochastic volatility
   Quantitative Finance, 2003, 3, (5), 353-362 View citations (30)