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Employment (1)

Beihua University: Jilin City, CN

2020-09-01 to 2023-06-01 | graduate student (Mathematics and Statistics)
Employment
Source: Self-asserted source
Kefan Liu

Works (3)

Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment

Communications in Nonlinear Science and Numerical Simulation
2024-06 | Journal article
Part of ISSN: 1007-5704
Contributors: Kefan Liu; Jichao Zhang; Yueting Yang
Source: Self-asserted source
Kefan Liu

Application of fuzzy Malliavin calculus in hedging fixed strike lookback option

AIMS Mathematics
2023-02-13 | Journal article
Part of ISSN: 2473-6988
Contributors: Kefan Liu; Jingyao Chen; Jichao Zhang; Yueting Yang
Source: Self-asserted source
Kefan Liu

Application of Malliavin Calculus in Mean-Variance Hedging Strategy

Mathematical Problems in Engineering
2022-12-05 | Journal article
Contributors: Kefan Liu; Jingyao Chen; Jichao Zhang; Xili Tan; Filippo Cacace
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