Zonggang Ma

From MaRDI portal
Person:2120708

Available identifiers

zbMath Open ma.zonggangMaRDI QIDQ2120708

List of research outcomes





PublicationDate of PublicationType
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods2022-08-19Paper
Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield2022-04-01Paper
A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates2020-12-02Paper
Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals2019-07-30Paper
Pricing catastrophe risk bonds: a mixed approximation method2014-04-03Paper
https://portal.mardi4nfdi.de/entity/Q35371242008-11-24Paper

Research outcomes over time

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