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Guohe Deng

Orcid: 0000-0002-9344-5193

According to our database1, Guohe Deng authored at least 8 papers between 2009 and 2021.

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

Timeline

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Links

On csauthors.net:

Bibliography

2021
A perturbed risk model with constant interest and periodic barrier dividend strategy.
[BibTeX]
[DOI]
Yang Long
,
Guohe Deng
Commun. Stat. Simul. Comput., 2021

2020
Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model.
[BibTeX]
[DOI]
Guohe Deng
Complex., 2020

2019
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate.
[BibTeX]
[DOI]
Yanhong Zhong
,
Guohe Deng
Complex., 2019

2018
Valuation on an Outside-Reset Option with Multiple Resettable Levels and Dates.
[BibTeX]
[DOI]
Guangming Xue
,
Bin Qin
,
Guohe Deng
Complex., 2018

2015
Pricing American put option on zero-coupon bond in a jump-extended CIR model.
[BibTeX]
[DOI]
Guohe Deng
Commun. Nonlinear Sci. Numer. Simul., 2015

2014
American continuous-installment options of barrier type.
[BibTeX]
[DOI]
Guohe Deng
J. Syst. Sci. Complex., 2014

2010
A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework.
[BibTeX]
[DOI]
Guohe Deng
,
Lihong Huang
J. Syst. Sci. Complex., 2010

2009
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model.
[BibTeX]
[DOI]
Guoan Huang
,
Guohe Deng
,
Lihong Huang
Adv. Decis. Sci., 2009


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