Chun-Sung Huang

Orcid: 0000-0002-4758-3712

According to our database1, Chun-Sung Huang authored at least 2 papers between 2017 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Links

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Bibliography

2022
Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility.
Appl. Math. Comput., 2022

2017
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.
J. Comput. Appl. Math., 2017


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