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 Applied Mathematical Finance | 2021-06-18 | Paper |
| Lagrangian simulation of three-dimensional macro-scale melting based on enthalpy method Computers and Fluids | 2019-07-19 | Paper |
| VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING International Journal of Theoretical and Applied Finance | 2007-06-05 | Paper |
| A Risk-Neutral Stochastic Volatility Model International Journal of Theoretical and Applied Finance | 1998-12-28 | Paper |
Research outcomes over time
This page was built for person: Yingzi Zhu
