The following pages link to Su-Mei Zhang (Q1955159):
Displaying 27 items.
- (Q375646) (redirect page) (← links)
- A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (Q375647) (← links)
- Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
- A note on edge-choosability of planar graphs without intersecting 4-cycles (Q545596) (← links)
- Estimating suppressed data in regional economic databases: A goal-programming approach (Q1011184) (← links)
- A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987) (← links)
- Erasure combinatorial batch codes based on nonadaptive group testing (Q2420475) (← links)
- Labelling of some planar graphs with a condition at distance two (Q2454996) (← links)
- 基于RTD（q-2,q）的一类组合批处理码 (Q2983585) (← links)
- (Q3073340) (← links)
- Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919) (← links)
- (Q3180742) (← links)
- 混合指数跳扩散模型下基于 FST 方法的期权定价 (Q3307531) (← links)
- (Q3513084) (← links)
- (Q3568741) (← links)
- (Q3641178) (← links)
- Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps (Q4598592) (← links)
- Optimal combinatorial batch code: Monotonicity, lower and upper bounds (Q5018015) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- (Q5197190) (← links)
- (Q5320421) (← links)
- (Q5435800) (← links)
- (Q5453047) (← links)
- An efficient pricing algorithm for American options with double stochastic volatilities and double jumps (Q6551828) (← links)
