The following pages link to Song-Ping Zhu (Q315619):
Displaying 50 items.
- (Q243226) (redirect page) (← links)
- An inverse finite element method for pricing American options (Q315621) (← links)
- Pricing Parisian and Parasian options analytically (Q318348) (← links)
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- Combined diffraction and radiation of ocean waves around an OWC device (Q545600) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- Diffraction of ocean waves around a hollow cylindrical shell structure (Q661706) (← links)
- A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- A numerical model for multiphase flow based on the GMPPS formulation. I: Kinematics (Q993873) (← links)
- A perturbation DRBEM model for weakly nonlinear wave run-ups around islands (Q1005102) (← links)
- An analytical solution for long wave refraction over a circular hump (Q1032019) (← links)
- An application of the LTDRM to transient diffusion problems with nonlinear material properties and nonlinear boundary conditions (Q1126602) (← links)
- Resonant transcritical flow over a wavy bed (Q1276590) (← links)
- Scattering of long waves around a circular island mounted on a conical shoal (Q1279058) (← links)
- On the application of multiquadric bases in conjunction with the LTDRM method to solve nonlinear diffusion equations (Q1294365) (← links)
- Modelling the confinement of spilled oil with floating booms (Q1347874) (← links)
- A third-order Boussinesq model applied to nonlinear evolution of shallow-water waves (Q1581222) (← links)
- A general DRBEM model for wave refraction and diffraction (Q1582621) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
- (Q1816627) (redirect page) (← links)
- Computer-simulated current responses to cyclones on the North West Shelf of Australia (Q1816629) (← links)
- A DRBEM model for microwave heating problems (Q1900557) (← links)
- An efficient numerical calculation of wave loads on an array of vertical cylinders (Q1913047) (← links)
- An efficient computational method for modelling transient heat conduction with nonlinear source terms (Q1922276) (← links)
- How should a convertible bond be decomposed? (Q1938898) (← links)
- A combination of LTDRM and ATPS in solving diffusion problems (Q1961521) (← links)
- Solving transient diffusion problems: Time-dependent fundamental solution approaches versus LTDRM approaches (Q1961535) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Stock loan valuation under a stochastic interest rate model (Q2006468) (← links)
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- An alternative form used to calibrate the Heston option pricing model (Q2007219) (← links)
- Pricing European call options under a hard-to-borrow stock model (Q2009590) (← links)
