Yingzi Zhu
From MaRDI portal
Person:2313657
Available identifiers
zbMath Open zhu.yingziMaRDI QIDQ2313657
List of research outcomes
| This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| An E-ARCH model for the term structure of implied volatility of FX options | 2021-06-18 | Paper |
| Lagrangian simulation of three-dimensional macro-scale melting based on enthalpy method | 2019-07-19 | Paper |
| VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING | 2007-06-05 | Paper |
| A Risk-Neutral Stochastic Volatility Model | 1998-12-28 | Paper |
Research outcomes over time
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