Ai-lin Zhu

Available identifiers

zbMath Open zhu.ailinMaRDI QIDQ692682

List of research outcomes

Publication	Date of Publication	Type
Valuation and hedging strategy of currency options under regime-switching jump-diffusion model	2018-01-19	Paper
Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models	2017-04-27	Paper
Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections	2015-06-24	Paper
A closed form solution to one dimensional Robin boundary problems	2012-12-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ai-lin Zhu