Sheng-Feng Luo

Chung Yuan Christian University — Taiwan

Economics, Econometrics and Finance · Social Sciences

1h-index25citations6works0.02yr avg
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Research Topics

Stochastic processes and financial applications(4), Financial Markets and Investment Strategies(3), Risk and Portfolio Optimization(2), Health disparities and outcomes(1), Fault Detection and Control Systems(1)

Publications6 total

Continuity correction: on the pricing of discrete double barrier options
Review of Derivatives Research·2022· 1 citedOpen Access
DYNAMIC MEAN-VARIANCE PORTFOLIOS WITH RISK BUDGET
International Journal of Theoretical and Applied Finance·2020· 1 cited
Buy-and-hold mean-variance portfolios with a random exit strategy
Quantitative Finance·2017
Forecasting Mortality using Imputed Data: The Case of Taiwan
Asia-Pacific Journal of Risk and Insurance·2015· 1 cited
Pricing discrete path-dependent options under a double exponential jump–diffusion model
Journal of Banking & Finance·2013· 22 cited
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
Sequential Analysis·2008

Frequent Co-authors

Cheng–Der Fuh(3), Ju-Fang Yen(1), Hsin‐Chieh Wong(1), Huei-Wen Teng(1), Yu-Hsuan Lee(1), John A. D. Aston(1)