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Julia Sun
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Julia Sun7 visible / 7 total nodes / 21 links

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Related contextCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipAuthorshipWorks onWorks onWorks onWorks onWorks onWorks onWorks onWorks onAuthorshipAuthorshipAuthorshipTopic signalTopic signalJulia SunAJulia SunResearcherSynthetic American Option Pricing via Jump-HMM-Driven Heston Implied VolatilityWSynthetic American Opti...preprint / 2026Zheyu JinAZheyu JinResearcherJiawei ZhangAJiawei ZhangResearcherJeffrey D. VarnerAJeffrey D. VarnerResearcherq-fin.CPTq-fin.CP403 worksMachine LearningTMachine Learning49008 works
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Julia Sun

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PaperSynthetic American Option Pricing via Jump-HMM-Driven Heston Implied VolatilityAuthorship / preprint / 2026PersonZheyu JinCo-authorship / ResearcherPersonJiawei ZhangCo-authorship / ResearcherPersonJeffrey D. VarnerCo-authorship / ResearcherTopicq-fin.CPWorks on / 403 worksTopicMachine LearningWorks on / 49008 works

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