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Author

Shoude Huang

Observed names: Shou-De Huang, Shou-de Huang
Institution: Anshun University
ORCID: 0000-0002-4782-5507
Observed ORCID: 0000-0002-4782-5507
OpenAlex ID: A5059201613
A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks
2025 · Xin-Jiang He, Shou-De Huang, et al. · Communications in Nonlinear Science and Numerical Simulation · 24
Valuation of European-style vulnerable options under the non-affine stochastic volatility and double exponential jump
2022 · Shoude Huang, Xunxiang Guo · Chaos Solitons & Fractals · 14
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The valuation of American options with the stochastic liquidity risk and jump risk
2024 · Hongyu Zhang, Xunxiang Guo, et al. · Physica A Statistical Mechanics and its Applications · 7
A hybrid constrained multi-objective algorithm for dynamic economic emission dispatch
2025 · Shuqu Qian, Huihui He, et al. · International Journal of Electrical Power & Energy Systems · 5
Analytical approximation of European option prices under a new two-factor non-affine stochastic volatility model
2022 · Shou-de Huang, Xin-Jiang He · AIMS Mathematics · 4
A Fourier-Cosine Method for Pricing Discretely Monitored Barrier Options under Stochastic Volatility and Double Exponential Jump
2020 · Shoude Huang, Xunxiang Guo · Mathematical Problems in Engineering · 4
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An analytical approximation of European option prices under a hybrid GARCH-Vasicek model with double exponential jump in the bid-ask price economy
2024 · Shoude Huang, Xinjiang He, et al. · AIMS Mathematics · 2
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An analytical approximation formula for European option prices under a liquidity-adjusted non-affine stochastic volatility model
2022 · Shoude Huang, Xin-Jiang He · AIMS Mathematics
Works count: 8
Citation count: 60
H-index: 4
I10-index: 2
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